Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns
| Príomhchruthaitheoir: | |
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| Rannpháirtithe: | |
| Formáid: | LEABHAR |
| Teanga: | English |
| Foilsithe / Cruthaithe: |
Cambridge
National Bureau of Economic Research
1996.
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| Ábhair: | |
| Rochtain ar líne: | Click here to download the fulltext |