The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risks
- 31 October 1993
- journal article
- Published by Elsevier in Journal of International Money and Finance
- Vol. 12 (5) , 543-560
- https://doi.org/10.1016/0261-5606(93)90039-e
Abstract
No abstract availableKeywords
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