METEOR SHOWERS OR HEAT WAGES? HETEROSKEDASTIC INTRA-DAILY VOLATILITY IN A THE FOREIGN EXCHANGE MARKET

R.F. Engel, Takatoshi Ito () and W-L. Lin
Authors registered in the RePEc Author Service: Robert F. Engle

Working Papers from Minnesota - Center for Economic Research

Keywords: prices; information; economic models (search for similar items in EconPapers)
Pages: 31 pages
Date: 1988
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Citations: View citations in EconPapers (3)

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Related works:
Journal Article: Meteor Showers or Heat Waves? Heteroskedastic Intra-daily Volatility in the Foreign Exchange Market (1990)
Working Paper: Meteor Showers or Heat Waves? Heteroskedastic Intra-Daily Volatility in the Foreign Exchange Market (1988)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:minner:246

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