Twice a day of continuously? : Observation frequency and inference on foreign exchange volatility persistence
Michael Melvin and Bettina Peiers
| Year of publication: |
1998
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|---|---|
| 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
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| Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Schätzung | Estimation | Welt | World |
| 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/10001238075