Testing for market microstructure effects in intraday volatility
a reassessment of the Tokyo FX experiment
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Author
Contributions
- Bollerslev, Tim, 1958- - Contributor
- Das, Ashish. - Contributor
- National Bureau of Economic Research. - Contributor
Publication
1998 - National Bureau of Economic Research, Cambridge, MA, Massachusetts
Language
English
Word Count
5,250 words, Guess
Page Count
21 pages
Identifiers
- OCLC Control Number39954240
- Open LibraryOL22402757M
Classifications
- LCCHB1 .W654 no. 6666
Alternate Titles
- Market microstructure effects in intraday volatility
- Reassessment of the Tokyo FX experiment.
- Tokyo FX experiment
- Reassessment of the Tokyo foreign exchange experiment
Subjects
Topics
Places
Series Statement
- NBER working paper series -- working paper 6666
- Working paper series (National Bureau of Economic Research) -- working paper no. 6666.
Links
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