Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment /

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Bibliographic Details
Main Author:	Andersen, Torben G. (Torben Gustav)
Corporate Author:	National Bureau of Economic Research
Other Authors:	Bollerslev, Tim, 1958-, Das, Ashish
Format:	Book
Language:	English
Published:	Cambridge, MA : National Bureau of Economic Research, [1998], ©1998.
Series:	Working paper series (National Bureau of Economic Research) ; no. 6666.
Subjects:	Foreign exchange market > Japan > Econometric models. Stock exchanges > Econometric models. Foreign exchange market > Econometric models. Foreign exchange market. Stock exchanges. Japan.

Annex

Holdings details from Annex
Call Number:	HB 1 .W6 no.6666
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