Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Year of publication: |
2000
|
---|---|
Authors: | Bollerslev, Tim ; Cai, Jun ; Song, Frank M. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 1, p. 37-55
|
Subject: | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | USA | United States | 1994-1997 |
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