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Measuring and Testing the Impact of News on Volatility

Robert Engle, Victor Ng
DOI: 10.2307/2329066
The Journal of Finance

Data up to Jan 2025

Published1993
Citations756
References0
Fields
EconomicsComputer scienceMathematicsEngineeringEconometricsStatisticsMechanical engineering

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Measuring and Testing the Impact of News on Volatility (1993) – The Journal of Finance | Metascience Observatory Explorer