THE MESSAGE IN DAILY EXCHANGE-RATES - A CONDITIONAL-VARIANCE TALE

被引：346

作者：

BAILLIE, RT ^{[1
]}

BOLLERSLEV, T ^{[1
]}

机构：

[1] NORTHWESTERN UNIV,DEPT FINANCE,EVANSTON,IL 60208

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1989年 / 7卷 / 03期

关键词：

D O I：

10.2307/1391527

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：297 / 305

页数：9

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