Intraday volatility in the Taipei FX market
Yin-Feng Gau
| Year of publication: |
2005
|
|---|---|
| Authors: | Gau, Yin-feng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 13.2005, 4, p. 471-487
|
| Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | ARCH-Modell | ARCH model | Taiwan | USA | United States | Wirkungsanalyse | Impact assessment |
| 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/10003138333