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

Détails bibliographiques
Auteur principal:	Andersen, Torben G.
Autres auteurs:	Bollerslev, Tim
Format:	Livre
Langue:	English
Publié:	Cambridge National Bureau of Economic Research 1996.
Sujets:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Accès en ligne:	Click here to download the fulltext