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Intraday periodicity and volatility persistence in financial markets

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  • Andersen, Torben G.
  • Bollerslev, Tim

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  • Andersen, Torben G. & Bollerslev, Tim, 1997. "Intraday periodicity and volatility persistence in financial markets," Journal of Empirical Finance, Elsevier, vol. 4(2-3), pages 115-158, June.
    • Handle: RePEc:eee:empfin:v:4:y:1997:i:2-3:p:115-158
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