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

Bibliografiske detaljer
Hovedforfatter:	Anderson, Torben G.
Andre forfattere:	Bollerslev, Tim, Das, Ashish
Format:	Bog
Sprog:	English
Udgivet:	Cambridge National Bureau of Economic Research 1998.
Serier:	NBER working paper series no.6666
Fag:	Foreign exchange market > Econometric models. > Japan.