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

Detalhes bibliográficos
Autor principal:	Andersen, Torben G.
Outros Autores:	Bollerslev, Tim
Formato:	Livro
Idioma:	English
Publicado em:	Cambridge National Bureau of Economic Research 1996.
Assuntos:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
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