Testing for market microstructure effects in intraday volatility
a reassessment of the Tokyo FX experiment
Edición de la obra Testing for market microstructure effects in intraday volatility
| Autor | Torben G. Andersen |
|---|---|
| Editorial | National Bureau of Economic Research |
| Fecha de publicación | 1998 |
| Lugar | Cambridge, MA |
| Idioma | inglés |
| Páginas | 21 |
| Serie | NBER working paper series -- working paper 6666 · Working paper series (National Bureau of Economic Research) -- working paper no. 6666. |
| Número de Cutter | A544t |