@article{econhot_econhot-cited-3024816eb8acb552,
  title = {Intraday periodicity and volatility persistence in financial markets},
  author = {Torben  Gustav Andersen and Tim Bollerslev},
  journal = {Journal of Empirical Finance},
  year = {1997},
  volume = {4},
  number = {2-3},
  pages = {115-158},
  doi = {10.1016/s0927-5398(97)00004-2},
  url = {https://doi.org/10.1016/s0927-5398(97)00004-2}
}