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
Pages
24
From page
135
To page
158
Keywords
GARCH , trading volume , Intraday volatility , Public news arrivals
Journal title
Quarterly Review of Economics and Finance
Serial Year
2007
Journal title
Quarterly Review of Economics and Finance
Record number
178561
Link To Document