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
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Persistent link: https://EconPapers.repec.org/RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158
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