Real-time price discovery in global stock, bond and foreign exchange markets

2007/04/25 by Torben G. Andersen, Tim Bollerslev, Francis X. Diebold +1 · 8 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies

paper · doi:10.1016/j.jinteco.2007.02.004

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