FORECASTING BOND RETURNS USING JUMPS IN INTRADAY PRICES
| Year of publication: |
2011
|
|---|---|
| Authors: | Duyvesteyn, Johan ; Martens, Martin ; Safavi Nic, Siawash |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 20.2011, 4, p. 80-91
|