مرکز منطقه ای اطلاع رساني علوم و فناوري - Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market

Title of article :

Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market

Author/Authors :

Tim Bollerslev، نويسنده , , Jun Cai، نويسنده , , Frank M. Song، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2000

Pages :

From page :

To page :

Keywords :

Treasury bonds , High-frequency data , Macroeconomic news announcements , Intradayvolatility patterns , Long-memory volatility

Journal title :

Journal of Empirical Finance

Serial Year :

2000

Journal title :

Journal of Empirical Finance

Record number :

130660

Link To Document :