Title of article :
Intraday and interday volatility in the Japanese stock market
Author/Authors :
Torben G. Andersen، نويسنده , , Tim Bollerslev، نويسنده , , Jun Cai، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Keywords :
Nikkei 225 , High-frequency data , Intraday periodicity , ARCH , Announcementeffects , Long-memory
Journal title :
Journal of International Financial Markets, Institutions and Money
Journal title :
Journal of International Financial Markets, Institutions and Money
