Heterogeneous information arrivals and return volatility dynamics: Uncovering the long-run in high frequency returns

Journal of Finance

Volumn 52, Issue 3, 1997, Pages 975-1005

  Andersen, Torben G ^a   Bollerslev, Tim ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0040747426     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.2307/2329513     Document Type: Article

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