Variance-Ratio Statistics and High-Frequency Data: Testing for Changes in Intraday Volatility Patterns

✍ Scribed by Torben G. Andersen, Tim Bollerslev and Ashish Das

• Book ID: 123709227
• Publisher: John Wiley and Sons
• Year: 2001
• Tongue: English
• Weight: 491 KB
• Volume: 56
• Category: Article
• ISSN: 0022-1082
• DOI: 10.2307/222470