A note on intraday foreign exchange volatility and the informational role of quote arrivals (Q672930)
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scientific article; zbMATH DE number 985268
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| English | A note on intraday foreign exchange volatility and the informational role of quote arrivals |
scientific article; zbMATH DE number 985268 |
Statements
A note on intraday foreign exchange volatility and the informational role of quote arrivals (English)
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28 February 1997
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Foreign exchange rates
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GARCH
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Volatility
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G15
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0.7557656168937683
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0.7317127585411072
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0.7281715273857117
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