✦ LIBER ✦
Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
✍ Scribed by Torben G. Andersen; Tim Bollerslev; Ashish Das
- Book ID
- 108503025
- Publisher
- John Wiley and Sons
- Year
- 2001
- Tongue
- English
- Weight
- 400 KB
- Volume
- 56
- Category
- Article
- ISSN
- 0022-1082
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