@article{econhot_econhot-cited-03f277f5c32f80b8,
  title = {Measuring and Testing the Impact of News on Volatility},
  author = {Robert F. Engle and Victor Ng},
  journal = {The Journal of Finance},
  year = {1993},
  volume = {48},
  number = {5},
  pages = {1749-1778},
  doi = {10.1111/j.1540-6261.1993.tb05127.x},
  url = {https://doi.org/10.1111/j.1540-6261.1993.tb05127.x}
}