TY  - JOUR
TI  - Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies
AU  - Torben  Gustav Andersen
AU  - Tim Bollerslev
JO  - The Journal of Finance
PY  - 1998
VL  - 53
IS  - 1
DO  - 10.1111/0022-1082.85732
UR  - https://doi.org/10.1111/0022-1082.85732
ER  -