Determinants of periodic volatility of intraday exchange rates in the Taipei FX market
Mingshu Hua; Yin-Feng Gau
| Year of publication: |
2006
|
|---|---|
| Authors: | Hua, Mingshu ; Gau, Yin-Feng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 14.2006, 2, p. 193-208
|
| Subject: | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Wechselkurspolitik | Exchange rate policy | ARCH-Modell | ARCH model | Taiwan |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003303541