Intra-day and inter-market volatility in foreign exchange rates
Year of publication: |
1991
|
---|---|
Authors: | Baillie, Richard |
Other Persons: | Bollerslev, Tim (contributor) |
Published in: |
The review of economic studies. - Oxford : Oxford Univ. Press, ISSN 0034-6527, ZDB-ID 209928-7. - Vol. 58.1991, 4, p. 565-585
|
Subject: | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Schätztheorie | Estimation theory | Theorie | Theory |
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