Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
- 1 May 2000
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 7 (1) , 37-55
- https://doi.org/10.1016/s0927-5398(00)00002-5
Abstract
No abstract availableKeywords
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