A note on intraday foreign exchange volatility and the informational role of quote arrivals (Q672930)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on intraday foreign exchange volatility and the informational role of quote arrivals |
scientific article |
Statements
A note on intraday foreign exchange volatility and the informational role of quote arrivals (English)
0 references
28 February 1997
0 references
Foreign exchange rates
0 references
GARCH
0 references
Volatility
0 references
G15
0 references
0 references
0 references
