Meteor showers or heat waves?: heteroskedastic intra-daily volatility in the foreign exchange market
Gespeichert in:
Hauptverfasser: | , , |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
1988
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Schriftenreihe: | Working paper series / National Bureau of Economic Research
2609 |
Beschreibung: | 24, 4 S. graph. Darst. |
Internformat
MARC
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100 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
245 | 1 | 0 | |a Meteor showers or heat waves? |b heteroskedastic intra-daily volatility in the foreign exchange market |c Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 1988 | |
300 | |a 24, 4 S. |b graph. Darst. | ||
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490 | 1 | |a Working paper series / National Bureau of Economic Research |v 2609 | |
700 | 1 | |a Itō, Takatoshi |d 1950- |e Verfasser |0 (DE-588)122323688 |4 aut | |
700 | 1 | |a Lin, Wen-Ling |d 1962- |e Verfasser |0 (DE-588)121332659 |4 aut | |
810 | 2 | |a National Bureau of Economic Research |t Working paper series |v 2609 |w (DE-604)BV002801238 |9 2609 | |
999 | |a oai:aleph.bib-bvb.de:BVB01-028823329 |
Datensatz im Suchindex
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author | Engle, Robert F. 1942- Itō, Takatoshi 1950- Lin, Wen-Ling 1962- |
author_GND | (DE-588)128388528 (DE-588)122323688 (DE-588)121332659 |
author_facet | Engle, Robert F. 1942- Itō, Takatoshi 1950- Lin, Wen-Ling 1962- |
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author_sort | Engle, Robert F. 1942- |
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id | DE-604.BV043404904 |
illustrated | Illustrated |
indexdate | 2024-07-10T07:25:05Z |
institution | BVB |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028823329 |
oclc_num | 958273757 |
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physical | 24, 4 S. graph. Darst. |
publishDate | 1988 |
publishDateSearch | 1988 |
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series2 | Working paper series / National Bureau of Economic Research |
spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin Cambridge, Mass. National Bureau of Economic Research 1988 24, 4 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 2609 Itō, Takatoshi 1950- Verfasser (DE-588)122323688 aut Lin, Wen-Ling 1962- Verfasser (DE-588)121332659 aut National Bureau of Economic Research Working paper series 2609 (DE-604)BV002801238 2609 |
spellingShingle | Engle, Robert F. 1942- Itō, Takatoshi 1950- Lin, Wen-Ling 1962- Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
title | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
title_auth | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
title_exact_search | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market |
title_full | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
title_fullStr | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
title_full_unstemmed | Meteor showers or heat waves? heteroskedastic intra-daily volatility in the foreign exchange market Robert F. Engle ; Takatoshi Ito ; Wen-Ling Lin |
title_short | Meteor showers or heat waves? |
title_sort | meteor showers or heat waves heteroskedastic intra daily volatility in the foreign exchange market |
title_sub | heteroskedastic intra-daily volatility in the foreign exchange market |
volume_link | (DE-604)BV002801238 |
work_keys_str_mv | AT englerobertf meteorshowersorheatwavesheteroskedasticintradailyvolatilityintheforeignexchangemarket AT itotakatoshi meteorshowersorheatwavesheteroskedasticintradailyvolatilityintheforeignexchangemarket AT linwenling meteorshowersorheatwavesheteroskedasticintradailyvolatilityintheforeignexchangemarket |