Stochastic properties and predictability of intraday Taiwan exchange rates

International Review of Financial Analysis

Volumn 7, Issue 3, 1998, Pages 207-220

  Chen, An Sing ^a   Leung, Mark T ^b  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b INDIANA UNIVERSITY   (United States)

Author keywords

EGARCH M; Forecasting; Foreign exchange; Intraday movement and volatility

Indexed keywords

EID: 0032335898     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1057-5219(99)80014-3     Document Type: Article

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