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
19
From page
37
To page
55
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