Twice a day of continuously? : Observation frequency and inference on foreign exchange volatility persistence
Year of publication: |
1998
|
---|---|
Authors: | Melvin, Michael |
Other Persons: | Melvin, Bettina Peiers (contributor) |
Published in: |
Atlantic economic journal : AEJ. - Dordrecht [u.a.] : Springer, ISSN 0197-4254, ZDB-ID 188752-X. - Vol. 26.1998, 1, p. 44-53
|
Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Schätzung | Estimation | Welt | World |
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