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Intraday and interday volatility in the Japanese stock market

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  • Andersen, Torben G.
  • Bollerslev, Tim
  • Cai, Jun

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  • Andersen, Torben G. & Bollerslev, Tim & Cai, Jun, 2000. "Intraday and interday volatility in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 10(2), pages 107-130, June.
    • Handle: RePEc:eee:intfin:v:10:y:2000:i:2:p:107-130
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