Intraday exchange rate volatility : ARCH, news and seasonality effects
Year of publication: |
2007
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Authors: | Gau, Yin-feng ; Hua, Mingshu |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 47.2007, 1, p. 135-158
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Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Zeit | Time | Ankündigungseffekt | Announcement effect | Handelsvolumen der Börse | Trading volume | USA | United States | Taiwan | 2001 |
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