High-frequency data and volatility in foreign-exchange rates

Journal of Business and Economic Statistics

Volumn 14, Issue 1, 1996, Pages 45-52

  Zhou, Bin ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Financial time series; Heteroscedasticity; Tick by tick data

Indexed keywords

EID: 0030530343     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1996.10524628     Document Type: Article

References (12)

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