Subject
Economics and Econometrics,Finance
Reference34 articles.
1. Intraday periodicity and volatility persistence in financial markets;Andersen;Journal of Empirical Finance,1997
2. Deutsche Mark-Dollar volatility: Intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;Journal of Finance,1998
3. Public information arrival;Berry;Journal of Finance,1994
4. Black, F., 1976. Studies in stock price volatility changes. Proceedings of the 1976 Meetings of the American Statistical Association, Business and Economics Statistics Section, pp. 177–181
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
300 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献