Volatility dynamics under duration-dependent mixing

Journal of Empirical Finance

Volumn 7, Issue 3-4, 2000, Pages 345-372

  Maheu, John M ^a   McCurdy, Thomas H ^b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b UNIVERSITY OF TORONTO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0011889758     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(00)00018-9     Document Type: Article

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