Temporal aggregation, volatility components and volume in high frequency UK bond futures
Year of publication: |
2002
|
---|---|
Authors: | McMillan, David G. ; Speight, Alan E. H. |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 8.2002, 1, p. 70-92
|
Subject: | Öffentliche Anleihe | Public bond | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Zeit | Time | ARCH-Modell | ARCH model | Theorie | Theory | Großbritannien | United Kingdom |
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