Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment

Detalles Bibliográficos
Autor principal:	Anderson, Torben G.
Otros Autores:	Bollerslev, Tim, Das, Ashish
Formato:	Libro
Lenguaje:	English
Publicado:	Cambridge National Bureau of Economic Research 1998.
Colección:	NBER working paper series no.6666
Materias:	Foreign exchange market > Econometric models. > Japan.