Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns
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| Description | scientific article published in September 1996 |
| Author/s |
author: Torben M. Andersen Tim Bollerslev |
| Publication date | September 1996 |
| Language | English |
| Country of origin | |
| Wikipedia link | |
| Access work |
https://www.nber.org/system/files/working_papers/w5752/w5752.pdf |
| Copyright status | |
| Missing/wrong data? | Edit Wikidata item |