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Number of items: 2. 2019Zhang, H. and Dufour, A. ORCID: https://orcid.org/0000-0003-0519-648X (2019) Modeling intraday volatility of European bond markets: a data filtering application. International Review of Financial Analysis, 63. pp. 131-146. ISSN 1057-5219 doi: https://doi.org/10.1016/j.irfa.2019.02.002 2017Zhang, H. (2017) Essays on intraday volatility and market microstructure. PhD thesis, University of Reading. |