Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models

Journal of Statistical Planning and Inference

Volumn 68, Issue 2, 1998, Pages 247-269

  Hafner, Christian M ^a,b  

^a HUMBOLDT UNIVERSITY   (Germany)

^b UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032523313     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(97)00144-4     Document Type: Article

References (32)

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