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- W34803411 abstract "This paper studies high frequency data series on the Colombian foreign exchange market. It detects the presence of seasonal anomalies in the mean and conditional volatility using a ARMAGARCH model. Moreover, it reveals persistence among operations on conditional duration. The document concludes comparing results to findings on similar studies developed for different currencies." @default.
- W34803411 created "2016-06-24" @default.
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- W34803411 date "2011-06-17" @default.
- W34803411 modified "2023-09-23" @default.
- W34803411 title "Anomalías Estacionales En El Mercado Cambiario Intradiario Colombiano (Seasonal Anomalies in the Colombian Intraday Exchange Market)" @default.
- W34803411 hasPublicationYear "2011" @default.
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