TY  - JOUR
TI  - Measuring and Testing the Impact of News on Volatility
AU  - Robert F. Engle
AU  - Victor Ng
JO  - The Journal of Finance
PY  - 1993
VL  - 48
IS  - 5
DO  - 10.1111/j.1540-6261.1993.tb05127.x
UR  - https://doi.org/10.1111/j.1540-6261.1993.tb05127.x
ER  -