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

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

Manylion Llyfryddiaeth
Prif Awdur: Andersen, Torben G.
Awduron Eraill: Bollerslev, Tim
Fformat: Llyfr
Iaith:English
Cyhoeddwyd: Cambridge National Bureau of Economic Research 1996.
Pynciau:
Mark, German > Econometric models.
Money > Econometric models. > Germany.
Foreign exchange > Econometric models. > Germany.
Mynediad Ar-lein:Click here to download the fulltext