TY  - BOOK
AU  - Anderson,Torben G.
AU  - Bollerslev,Tim
AU  - Das,Ashish
TI  - Testing for market microstructure effects in intraday volatility : a reassessment of the Tokyo FX experiment
AV  - HG3977 A523T
PY  - 1998///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - FOREIGN EXCHANGE MARKET
KW  - JAPAN
KW  - ECONOMETRIC MODELS
KW  - STOCK EXCHANGES
KW  - ECONOMICS
KW  - RESEARCH
ER  -