Deutsche Mark-Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
| Year of publication: |
1998
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 53.1998, 1, p. 219-266
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