Heterogeneous information arrivals and return volatility dynamics
uncovering the long-run in high frequency returns
Edición de la obra Heterogeneous information arrivals and return volatility dynamics
| Autor | Torben G. Andersen |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 1996 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 32 |
| Serie | NBER working paper series -- working paper 5752 · Working paper series (National Bureau of Economic Research) -- working paper no. 5752. |
| Número de Cutter | A544h |