Intraday volatility in interest-rate and foreign-exchange markets: Arch, announcement, and seasonality effects

Journal of Futures Markets

Volumn 21, Issue 6, 2001, Pages 517-552

  Ederington, Louis ^a   Lee, Jae H ^b  

^a UNIVERSITY OF OKLAHOMA   (United States)

^b Sungkyunkwan University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035608479     PISSN: 02707314     EISSN: None     Source Type: Journal    
DOI: 10.1002/fut.1602     Document Type: Article

References (17)

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