Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long-Run in High Frequency Returns

• 成果类型: Meeting Abstract
• 署名作者: Andersen, Torben G.; Bollerslev, Tim
• 署名单位: University of Virginia
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• 发表日期: 1997
• 页码: 1203-1203