%0 Journal Article %1 Hafner1998 %A Hafner, Christian M. %D 1998 %J Journal of Statistical Planning and Inference %K imported %N 2 %P 247--269 %T Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models %U http://www.sciencedirect.com/science/article/B6V0M-3TCMRNF-H/1/0d678d5ff2221fb0824e2cf00537cecc %V 68

@article{Hafner1998, added-at = {2008-04-23T22:05:04.000+0200}, author = {Hafner, Christian M.}, biburl = {https://www.bibsonomy.org/bibtex/256750b1166159c7d581caf579a287ca6/smicha}, day = 15, interhash = {1ceb76ac96877dc30a660e4b69d489ed}, intrahash = {56750b1166159c7d581caf579a287ca6}, journal = {Journal of Statistical Planning and Inference}, keywords = {imported}, month = May, number = 2, pages = {247--269}, timestamp = {2008-04-23T22:15:59.000+0200}, title = {Estimating high-frequency foreign exchange rate volatility with nonparametric ARCH models}, url = {http://www.sciencedirect.com/science/article/B6V0M-3TCMRNF-H/1/0d678d5ff2221fb0824e2cf00537cecc}, volume = 68, year = 1998 }