Intraday and interday volatility in the Japanese stock market
Torben Andersen (),
Tim Bollerslev () and
Journal of International Financial Markets, Institutions and Money, 2000, vol. 10, issue 2, 107-130
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (99) Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130
Access Statistics for this article
Journal of International Financial Markets, Institutions and Money is currently edited by I. Mathur and C. J. Neely
More articles in Journal of International Financial Markets, Institutions and Money from Elsevier
Bibliographic data for series maintained by Catherine Liu ().