Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
by Robert F. Engle, Takatoshi Ito, and Wen-Ling Lin
| Year of publication: |
1990
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Itō, Takatoshi (contributor) ; Lin, Wen-ling Tsai (contributor) |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 58.1990, 3, p. 525-542
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| Subject: | GARCH | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Wechselkurspolitik | Exchange rate policy | Internationale Wirtschaftspolitik | International economic policy | USA | United States | Japan |
| 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/10001085314