Temporal Aggregation, Volatility Components and Volume in High Frequency UK Bond Futures

David Gordon McMillan, A Speight, ~Missing Data ~Missing Data

    Research output: Contribution to journalArticlepeer-review

    6 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)70-92
    JournalEuropean Journal of Finance
    Volume8
    Publication statusPublished - 2002

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