Meteor Showers or Heat Waves?
- Engle, Robert F.
- Ito, Takato
- Lin, Wen-Ling
- Archival Version (Subtitle)
AbstractThese data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
Table of Contents
- DS1: Dataset
The closing and opening rates in the Tokyo market are collected daily from the Nihon Keizai Shinbun. The closing and opening rates in the New York market are given by the Federal Reserve Bank of New York.
- 1010 (Type: ICPSR Study Number)
Is previous version of
Engle, Robert F., Ito, Takatoshi, Lin, Wen Ling. Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market. Econometrica.58, (3), 525-542.1990.
- ID: http://www.jstor.org/stable/2938189 (URL)
Update Metadata: 2015-08-05 | Issue Number: 6 | Registration Date: 2015-06-15