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

Podrobná bibliografie
Hlavní autor:	Andersen, Torben G.
Další autoři:	Bollerslev, Tim
Médium:	Kniha
Jazyk:	English
Vydáno:	Cambridge National Bureau of Economic Research 1996.
Témata:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
On-line přístup:	Click here to download the fulltext