Title of article :
Intraday exchange rate volatility: ARCH, news and seasonality effects
Author/Authors :
Yin-Feng Gau، نويسنده , , Mingshu Hua، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
GARCH , trading volume , Intraday volatility , Public news arrivals
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance
