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~isPartOf:"Finance and economics discussion series"
~isPartOf:"Journal of economics & business"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The review of economics and statistics"
~person:"Cai, Jun"
~subject:"Volatility"
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Finance and economics discussion series
Journal of economics & business
Journal of empirical finance
The review of economics and statistics
Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Journal of financial intermediation
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The journal of futures markets
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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, Tim
;
Cai, Jun
;
Song, Frank M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-55
Persistent link: https://www.econbiz.de/10001511696
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