@article{econhot_econhot-cited-c0c81ad6c57e6c70, title = {Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies}, author = {Torben Gustav Andersen and Tim Bollerslev}, journal = {The Journal of Finance}, year = {1998}, volume = {53}, number = {1}, pages = {219-265}, doi = {10.1111/0022-1082.85732}, url = {https://doi.org/10.1111/0022-1082.85732} }