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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Asai, Manabu"
~person:"Bollerslev, Tim"
~person:"McGee, Robert W."
~person:"Weber, Christoph"
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Asai, Manabu
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben
;
Bollerslev, Tim
;
Das, Ashish
- In:
The journal of finance : the journal of the American …
56
(
2001
)
1
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pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
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Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben
- In:
The journal of finance : the journal of the American …
53
(
1998
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
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Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
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