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Please remember to read the paper before our next session on 10/12:
Measuring and Testing the Impact of News on Volatility, Robert F. Engle and Victor K. Ng, The Journal of Finance, Vol. 48, No. 5 (Dec., 1993) (pp. 1749-1778).
Posted by John Dodson on October 7, 2011 10:44 AM | Permalink