DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences

DM-dollar volatility intraday activity patterns, macroeconomic announcements, and longer run dependences

Bibliographic Details
Main Author: Andersen, Torben G.
Other Authors: Bollerslev, Tim
Format: Book
Language:English
Published: Cambridge National Bureau of Economic Research 1996.
Subjects:
Mark, German > Econometric models.
Money > Econometric models. > Germany.
Foreign exchange > Econometric models. > Germany.
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