Intraday patterns in foreign exchange returns and realized volatility
Year of publication: |
2018
|
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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 | Kapitaleinkommen | Capital income | Devisenmarkt | Foreign exchange market | Schätzung | Estimation | US-Dollar | US dollar | Zeitreihenanalyse | Time series analysis |
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