Intraday volatility in the Taipei FX market

Pacific Basin Finance Journal

Volumn 13, Issue 4, 2005, Pages 471-487

  Gau, Yin Feng ^a  

^a NATIONAL CHI NAN UNIVERSITY   (Taiwan)

Author keywords

Intraday volatility; Macroeconomic announcements; Periodic GARCH

Indexed keywords

EID: 23244438131     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.pacfin.2004.12.002     Document Type: Article

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