Author:
Bollen Bernard,Inder Brett
Subject
Economics and Econometrics,Finance
Reference26 articles.
1. A theory of intraday patterns: volume and price variability;Admati;The Review of Financial Studies,1988
2. Intraday periodicity and volatility persistence in financial markets;Andersen;Journal of Empirical Finance,1997
3. Deutsche mark-dollar volatility: intraday activity patterns, macroeconomic announcements, and longer run dependencies;Andersen;Journal of Finance,1998
4. Answering the sceptics: yes, standard volatility models do provide accurate forecasts;Andersen;International Economic Review,1998
5. Andersen, T., Bollerslev, T., Diebold, F., Labys, P., 2000. Exchange rate returns standardised by realised volatility are (nearly) Gaussian, NBER Working Paper 7488.
Cited by
86 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