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

Dades bibliogràfiques
Autor principal:	Andersen, Torben G.
Altres autors:	Bollerslev, Tim
Format:	Llibre
Idioma:	English
Publicat:	Cambridge National Bureau of Economic Research 1996.
Matèries:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Accés en línia:	Click here to download the fulltext