مرکز منطقه ای اطلاع رساني علوم و فناوري - The incremental volatility information in one million foreign exchange quotations

Title of article :

The incremental volatility information in one million foreign exchange quotations

Author/Authors :

Stephen J. Taylor، نويسنده , , Xinzhong Xu، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1997

Pages :

From page :

317

To page :

340

Keywords :

ARCH models , Exchange rates , High-frequency data , Options , Volatility

Journal title :

Journal of Empirical Finance

Serial Year :

1997

Journal title :

Journal of Empirical Finance

Record number :

130615

Link To Document :