Temporal aggregation, volatility components and volume in...

European Journal of Finance 2002 / 03 Vol. 8; Iss. 1

Temporal aggregation, volatility components and volume in high frequency UK bond futures

McMillan, David G., Speight, Alan E.H.
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Volume:
8
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/13518470110073676
Date:
March, 2002
File:
PDF, 396 KB
english, 2002
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