Author:
Andersen Torben G.,Bollerslev Tim
Subject
Economics and Econometrics,Finance
Reference74 articles.
1. A theory of intraday patterns: Volume and price variability;Admati;Review of Financial Studies,1988
2. Divide and conquer: A theory of intraday and day-of-the-week mean effects;Admati;Review of Financial Studies,1989
3. Stochastic autoregressive volatility: A framework for volatility modeling;Andersen;Mathematical Finance,1994
4. Return volatility and trading volume: An information flow interpretation of stochastic volatility;Andersen;Journal of Finance,1996
5. Intraday seasonality and volatility persistence in foreign exchange and equity markets;Andersen,1994
Cited by
851 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