An edition of Heterogeneous information arrivals and return volatility dynamics (1996)

Heterogeneous information arrivals and return volatility dynamics

uncovering the long-run in high frequency returns

by

Heterogeneous information arrivals and return ...
Torben G. Andersen, Torben G. ...
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Last edited by Open Library Bot
December 4, 2010 | History
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An edition of Heterogeneous information arrivals and return volatility dynamics (1996)

Heterogeneous information arrivals and return volatility dynamics

uncovering the long-run in high frequency returns

by

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Publish Date
Publisher
National Bureau of Economic Research
Language
English
Pages
32

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Subjects

Assets (Accounting), Econometric models, Foreign exchange market, Prices, Rate of return
Edition Availability
Cover of: Heterogeneous information arrivals and return volatility dynamics
Heterogeneous information arrivals and return volatility dynamics: uncovering the long-run in high frequency returns
1996, National Bureau of Economic Research
in English

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Book Details

Edition Notes

"September 1996."

Includes bibliographical references (p. 26-32).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 5752, Working paper series (National Bureau of Economic Research) -- working paper no. 5752.

Classifications

Library of Congress
HB1 .W654 no. 5752

The Physical Object

Pagination
32, [10] p. :
Number of pages
32

ID Numbers

Open Library
OL22411784M

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December 4, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 10, 2009 Created by WorkBot add works page