INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES

Richard Baillie and Tim Bollerslev

Working Papers from Michigan State - Econometrics and Economic Theory

Keywords: exchange rate; economic models; maximum likelihood; financial market (search for similar items in EconPapers)
Pages: 50 pages
Date: 1989
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Journal Article: Intra-Day and Inter-Market Volatility in Foreign Exchange Rates (1991)
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