Forecasting bond returns using jumps in intraday prices

2011-03-01

Journal of Fixed Income , Volume 20 - Issue 4 p. 80- 90

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Persistent URL	doi.org/10.3905/jfi.2011.20.4.080, hdl.handle.net/1765/76265
Journal	Journal of Fixed Income
Organisation	Erasmus Research Institute of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Duyvesteyn, J., Martens, M., & Nic, S. S. (2011). Forecasting bond returns using jumps in intraday prices. Journal of Fixed Income, 20(4), 80–90. doi:10.3905/jfi.2011.20.4.080

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