Heterogeneous information arrivals and return volatility dynamics uncovering the long-run in high frequency returns
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| Andere auteurs: | |
| Formaat: | Boek |
| Taal: | English |
| Gepubliceerd in: |
Cambridge
National Bureau of Economic Research
1996.
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| Onderwerpen: | |
| Online toegang: | Click here to download the fulltext |