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Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
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Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
RE
Robert F. Engle
Robert F. Engle
TI
Takatoshi Ito
Takatoshi Ito
WL
Wen-Ling Lin
Wen-Ling Lin
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1 May 1990
journal article
Published by
JSTOR
in
Econometrica
Vol. 58
(3)
,
525
https://doi.org/10.2307/2938189
Abstract
No abstract available
Cited by 705 articles