Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
by Robert F. Engle, Takatoshi Ito & Wen-ling Lin
| Year of publication: |
1988
|
|---|---|
| Authors: | Engle, Robert F. ; Itō, Takatoshi ; Lin, Wen-ling |
| Publisher: |
Minneapolis, Minn |
| Subject: | Devisenmarkt | Foreign exchange market | Japan | Internationale Wirtschaftspolitik | International economic policy | Zeitreihenanalyse | Time series analysis | Wechselkurspolitik | Exchange rate policy | Volatilität | Volatility |
| Extent: | 24 S graph. Darst |
|---|---|
| Series: | Discussion paper series. - Minneapolis, Minn. : Univ., ZDB-ID 797068-7. - Vol. 246 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000133228