Volatility clustering in high-frequency data: A self-fulfilling prophecy?

Economics Bulletin

Volumn 7, Issue 15, 2007, Pages

  Demetrescu, Matei ^a  

^a GOETHE UNIVERSITY   (Germany)

Author keywords

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Indexed keywords

EID: 38749115829     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article

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