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• W2039194019 abstract "In this article we analyse the leading statistical properties of fluctuations of (log) 3-month US Treasury bill quotation in the secondary market, namely: probability density function, autocorrelation, absolute values autocorrelation, and absolute values persistency. We verify that this financial instrument, in spite of its high liquidity, shows very peculiar properties. Particularly, we verify that log-fluctuations belong to the Lévy class of stochastic variables." @default.
• W2039194019 created "2016-06-24" @default.
• W2039194019 creator A5019339892 @default.
• W2039194019 date "2007-11-01" @default.
• W2039194019 modified "2023-09-26" @default.
• W2039194019 title "Are all highly liquid securities within the same class?" @default.
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• W2039194019 doi "https://doi.org/10.1140/epjb/e2007-00336-7" @default.
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