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Intraday periodicity and volatility persistence in financial markets

Torben Andersen () and Tim Bollerslev ()

Journal of Empirical Finance, 1997, vol. 4, issue 2-3, 115-158

Date: 1997
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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