DM-dollar volatility
Subtitle: intraday activity patterns, macroeconomic announcements, and longer run dependencies
By: Torben G. Andersen, Tim Bollerslev.
Contributors: Bollerslev, Tim, 1958-; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 5783; Working paper series (National Bureau of Economic Research) -- working paper no. 5783.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 34
Subjects: Foreign exchange market.; Foreign exchange rates.; Mark, German.; Dollar, American.
Other titles: D.M.-dollar volatility :
Notes: "October 1996."

Includes bibliographical references (p. 28-33).

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