DM-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
Year of publication: |
1996-10
|
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Authors: | Bollerslev, Tim ; Andersen, Torben G. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Torben G. Andersen and Tim Bollerslev. "Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies" Volume 53: Issue 1, pp 219 - 265 (February 1998) Number 5783 |
Classification: | C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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