Meteor Showers or Heat Waves? (ICPSR 1010)

Version Date: Jan 3, 1996 View help for published

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Robert F. Engle; Takato Ito; Wen-Ling Lin

https://doi.org/10.3886/ICPSR01010.v1

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Engle, Robert F., Ito, Takato, and Lin, Wen-Ling. Meteor Showers or Heat Waves? Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. https://doi.org/10.3886/ICPSR01010.v1

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Inter-university Consortium for Political and Social Research
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  1. The closing and opening rates in the Tokyo market are collected daily from the Nihon Keizai Shinbun. The closing and opening rates in the New York market are given by the Federal Reserve Bank of New York.

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1996-01-03

2018-02-15 The citation of this study may have changed due to the new version control system that has been implemented. The previous citation was:

  • Engle, Robert F., Takato Ito, and Wen-Ling Lin. Meteor Showers or Heat Waves?. ICPSR01010-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01010.v1

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1990
Engle, Robert F., Ito, Takatoshi, Lin, Wen Ling Meteor showers or heat waves? Heteroskedastic intra-daily volatility in the foreign exchange market. Econometrica. 58, (3), 525-542.
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  • These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.

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