TY - JOUR TI - Intraday periodicity and volatility persistence in financial markets AU - Torben Gustav Andersen AU - Tim Bollerslev JO - Journal of Empirical Finance PY - 1997 VL - 4 IS - 2-3 DO - 10.1016/s0927-5398(97)00004-2 UR - https://doi.org/10.1016/s0927-5398(97)00004-2 ER -