A note on intraday foreign exchange volatility and the informational role of quote arrivals
type: Item
instance of: scholarly article
title: A note on intraday foreign exchange volatility and the informational role of quote arrivals
zbMATH Open document ID: 0900.90179
DOI: 10.1016/0165-1765(94)00626-D
author: Nobuya Takezawa
published in: Economics Letters
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 985268
zbMATH Keywords: Foreign exchange rates
zbMATH Keywords: GARCH
zbMATH Keywords: Volatility
zbMATH Keywords: G15
MaRDI profile type: Publication
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full work available at URL: 0165-1765(94)00626-d
OpenAlex ID: W2054840870
description: scientific article; zbMATH DE number 985268