METEOR-SHOWERS OR HEAT WAVES - HETEROSKEDASTIC INTRADAILY VOLATILITY IN THE FOREIGN-EXCHANGE MARKET

被引：487

作者：

ENGLE, RF ^{[1
]}

ITO, T ^{[1
]}

LIN, WL ^{[1
]}

机构：

[1] UNIV MINNESOTA, DEPT ECON, MINNEAPOLIS, MN 55455 USA

来源：

ECONOMETRICA | 1990年 / 58卷 / 03期

关键词：

D O I：

10.2307/2938189

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：525 / 542

页数：18

共 29 条

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