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

Bibliografske podrobnosti
Glavni avtor:	Andersen, Torben G.
Drugi avtorji:	Bollerslev, Tim
Format:	Knjiga
Jezik:	English
Izdano:	Cambridge National Bureau of Economic Research 1996.
Teme:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Online dostop:	Click here to download the fulltext