Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
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Evolvement of uniformity and volatility in the stressed global financial villageChanges in cross-correlations as an indicator for systemic risk.A model for foreign exchange markets based on glassy Brownian systems.ARCH MODELS: PROPERTIES, ESTIMATION AND TESTINGHave Volatility Transmission Patterns between the USA and Spain Changed after September 11?Volatility spillover and multivariate volatility impulse response analysis of GFC news eventsStudent-tdistribution based VAR-MGARCH: an application of the DCC model on international portfolio risk managementForward-premium puzzle: is it time to abandon the usual regression?Rolling-sampled parameters of ARCH and Levy-stable modelsForecasting foreign exchange rates with an intrinsically nonlinear dynamic speed of adjustment model
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P2860
Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market
description
article
@en
wetenschappelijk artikel
@nl
наукова стаття, опублікована в травні 1990
@uk
ലേഖനം
@ml
name
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@en
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@nl
type
label
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@en
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@nl
prefLabel
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@en
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@nl
P2093
P356
P1433
P1476
Meteor Showers or Heat Waves? ...... in the Foreign Exchange Market
@en
P2093
Robert F. Engle
Takatoshi Ito
Wen-Ling Lin
P356
10.2307/2938189
P577
1990-05-01T00:00:00Z