Meteor showers or heat waves?: heteroskedastic intra-daily volatility in the foreign exchange market
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
1988
|
| Series: | Working paper series / National Bureau of Economic Research
2609 |
| Physical Description: | 24, 4 S. graph. Darst. |
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| indexdate | 2025-02-18T11:01:32Z |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin Cambridge, Mass. National Bureau of Economic Research 1988 24, 4 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 2609 Itō, Takatoshi 1950- Verfasser (DE-588)122323688 aut Lin, Wen-Ling 1962- Verfasser (DE-588)121332659 aut National Bureau of Economic Research Working paper series 2609 (DE-604)BV002801238 2609 |
| spellingShingle | Engle, Robert F. 1942- Itō, Takatoshi 1950- Lin, Wen-Ling 1962- Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
| title | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
| title_auth | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
| title_exact_search | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
| title_full | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
| title_fullStr | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
| title_full_unstemmed | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
| title_short | Meteor showers or heat waves? |
| title_sort | meteor showers or heat waves heteroskedastic intra daily volatility in the foreign exchange market |
| title_sub | heteroskedastic intra-daily volatility in the foreign exchange market |
| volume_link | (DE-604)BV002801238 |
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