DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences

Detalles Bibliográficos
Autor Principal:	Andersen, Torben G.
Outros autores:	Bollerslev, Tim
Formato:	Libro
Idioma:	English
Publicado:	Cambridge National Bureau of Economic Research 1996.
Subjects:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Acceso en liña:	Click here to download the fulltext