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

Bibliografiska uppgifter
Huvudupphovsman:	Andersen, Torben G.
Övriga upphovsmän:	Bollerslev, Tim
Materialtyp:	Bok
Språk:	English
Publicerad:	Cambridge National Bureau of Economic Research 1996.
Ämnen:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Länkar:	Click here to download the fulltext