Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market
Publication
, Journal Article
Bollerslev, T; Cai, J; Song, FM
Published in: Journal of Empirical Finance
2000
Duke Scholars
Published In
Journal of Empirical Finance
Publication Date
2000
Volume
7
Issue
1
Start / End Page
37 / 55
Related Subject Headings
- Finance
- 1502 Banking, Finance and Investment
- 1403 Econometrics
- 1402 Applied Economics
Citation
APA
Chicago
ICMJE
MLA
NLM
Bollerslev, T., Cai, J., & Song, F. M. (2000). Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market. Journal of Empirical Finance, 7(1), 37–55.
Bollerslev, T., J. Cai, and F. M. Song. “Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market.” Journal of Empirical Finance 7, no. 1 (2000): 37–55.
Bollerslev T, Cai J, Song FM. Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market. Journal of Empirical Finance. 2000;7(1):37–55.
Bollerslev, T., et al. “Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market.” Journal of Empirical Finance, vol. 7, no. 1, 2000, pp. 37–55.
Bollerslev T, Cai J, Song FM. Intraday Periodicity, Long-Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market. Journal of Empirical Finance. 2000;7(1):37–55.
Published In
Journal of Empirical Finance
Publication Date
2000
Volume
7
Issue
1
Start / End Page
37 / 55
Related Subject Headings
- Finance
- 1502 Banking, Finance and Investment
- 1403 Econometrics
- 1402 Applied Economics