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

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More papers in Working Papers from Minnesota - Center for Economic Research UNIVERSITY OF MINNESOTA, CENTER FOR ECONOMIC RESEARCH, DEPARTMENT OF ECONOMICS, MINNEAPOLIS MINNESOTA 35455 U.S.A.. Contact information at EDIRC.
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