Intraday exchange rate volatility: ARCH, news and seasonality effects
| Year of publication: |
2007
|
|---|---|
| Authors: | Gau, Yin-Feng ; Hua, Mingshu |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 47.2007, 1, p. 135-158
|
| Publisher: |
Elsevier |