Foreign Exchange Futures Volatility: Day-of-the Week, Intraday, and Maturity Patterns in the Presence of Macroeconomic Announcements
| Year of publication: |
1999
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|---|---|
| Authors: | Han, Li-Ming ; Kling, John L. ; Sell, Clifford W. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 19.1999, 6, p. 665-694
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