Intraday patterns in foreign exchange returns and realized volatility
Hao Zhang
| Year of publication: |
2018
|
|---|---|
| Authors: | Zhang, Hao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 27.2018, p. 99-104
|
| Subject: | Realized volatility | Foreign exchange returns | Intraday patterns | Volatilität | Volatility | Wechselkurs | Exchange rate | Devisenmarkt | Foreign exchange market | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.02.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012006752