TY  - JOUR
T1  - Meteor showers or heat waves?  Heteroskedastic intra-daily volatility in the foreign exchange market
AU  - Engle, Robert F.
AU  - Ito, Takatoshi
AU  - Lin, Wen Ling
PY  - 1990
SP  - 525
EP  - 542
JO  - Econometrica
VL  - 58
IS  - 3
SN  - 0012-9682
UR  - http://www.jstor.org/stable/2938189
ER  -