%0 Journal Article
%T Meteor showers or heat waves?  Heteroskedastic intra-daily volatility in the foreign exchange market
%A Engle, Robert F.
%A Ito, Takatoshi
%A Lin, Wen Ling
%D 1990
%P 525-542
%J Econometrica
%V 58
%I 3
%2 ISSN: 0012-9682
%U http://www.jstor.org/stable/2938189