Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
| Year of publication: |
2000
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|---|---|
| Authors: | Bollerslev, T. ; Cai, J. ; Song, F.M. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 7.2000, 1, p. 37-56
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