Intraday and interday volatility in the Japanese stock market
Year of publication: |
2000
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Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Cai, Jun |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 10.2000, 2, p. 107-130
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