Title of article :
Intraday periodicity and volatility persistence in financial markets
Author/Authors :
Torben G. Andersen، نويسنده , , Tim Bollerslev، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 1997
Pages :
44
From page :
115
To page :
158
Keywords :
Temporal aggregation , Intraday periodicity , ARCH , Yolatility
Journal title :
Journal of Empirical Finance
Serial Year :
1997
Journal title :
Journal of Empirical Finance
Record number :
130607
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130607
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