충남대학교 외국학술지지원센터

글로벌메뉴

Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model

상세정보

상세정보
자료유형	학술지논문
논문명	Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
저자명	Engle, R. F.
학술지명	Journal of empirical finance
ISSN	0927-5398
발행년도	1997
권호사항	Vol.4 no.2-3
발행처	ELSEVIER
페이지	187-212