TESTING FOR MARKET MICROSTRUCTURE EFFECTS IN INTRADAY VOLATILITY: A REASSESSMENT OF THE TOKYO FX EXPERIMENT
| Year of publication: |
1998
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|---|---|
| Authors: | Anderson, Torben G. ; Bollerslev, Tim ; Das, Ashish |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1998, 6666, p. 6666
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