Exchange rate volatility, macroeconomic announcements and the choice of intraday periodicity filtering method (Q5247926)
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scientific article; zbMATH DE number 6431015
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exchange rate volatility, macroeconomic announcements and the choice of intraday periodicity filtering method |
scientific article; zbMATH DE number 6431015 |
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Exchange rate volatility, macroeconomic announcements and the choice of intraday periodicity filtering method (English)
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27 April 2015
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high-frequency
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volatility
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macro announcements
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seasonality
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