Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment
Publication
, Journal Article
Andersen, TG; Bollerslev, T; Das, A
July 1998
Duke Scholars
Publication Date
July 1998
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., & Das, A. (1998). Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment.
Andersen, Torben G., Tim Bollerslev, and Ashish Das. “Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment,” July 1998.
Andersen TG, Bollerslev T, Das A. Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment. 1998 Jul;
Andersen, Torben G., et al. Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment. July 1998.
Andersen TG, Bollerslev T, Das A. Testing for Market Microstructure Effects in Intraday Volatility: a Reassessment of the Tokyo FX Experiment. 1998 Jul;
Publication Date
July 1998