Wikidata

(Q56594370)

English

Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market

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Statements

title
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (English)
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author name string
Robert F. Engle
series ordinal
1
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Takatoshi Ito
series ordinal
2
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Wen-Ling Lin
series ordinal
3
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publication date
May 1990
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published in
Econometrica
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volume
58
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issue
3
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page(s)
525
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Identifiers

DOI
10.2307/2938189
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JSTOR article ID
2938189
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