DM-DOLLAR VOLATILITY: INTRADAY ACTIVITY PATTERNS, MACROECONOMIC ANNOUNCEMENTS, AND LONGER RUN DEPENDENCIES
| Year of publication: |
1996
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1996, 5783
|