Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market

✍ Scribed by Tim Bollerslev; Jun Cai; Frank M. Song

• Book ID: 117628079
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 209 KB
• Volume: 7
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(00)00002-5