Mcmillan, David G. and Speight, Alan H. <br/><br/>
Volatility dynamics and heterogeneous markets 
 J5276  2006 

 -  2006 
 - 115-121  V.  11  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Finance and Economics
<br/><br/><label>Subjects--Index Terms: </label>Intra day;Heterogeneous markets;HARCH;