search query: @author Andersen, T. G. / total: 4
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3.
Intraday periodicity and volatility persistence in financial markets
Journal of Empirical Finance
1997 : JUN, Vol. 4:2-3, p. 115-158
 1997 Andersen, T. G.
Bollerslev, T.
4.
Estimating continuous-time stochastic volatility models of the short-term interest rate
Journal of Econometrics
1997 : APR, VOL. 77:2, p. 343-377
 1997 Andersen, T. G.
Lund, J.
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