Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements, and longer run dependencies
Year of publication: |
2005
|
---|---|
Authors: | Andersen, Torben ; Bollerslev, Tim |
Published in: |
Foreign exchange markets. - Cheltenham [u.a.] : Elgar, ISBN 1-84064-831-7. - 2005, p. 133-179
|
Subject: | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Deutschland | Germany |
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