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

Bibliographische Detailangaben
1. Verfasser:	Andersen, Torben G.
Weitere Verfasser:	Bollerslev, Tim
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 1996.
Schlagworte:	Mark, German > Econometric models. Money > Econometric models. > Germany. Foreign exchange > Econometric models. > Germany.
Online Zugang:	Click here to download the fulltext