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Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market

Empirical FinanceVolatility ModelingEconomicsFinancial EconomicsAsset PricingIntraday PeriodicityMarket TrendManagementBusinessBond MarketMacroeconomic Announcement EffectsLong Memory VolatilityFinanceHigh-frequency Financial EconometricsFinancial Crisis