Lai, Y., & Zhou, B. (2005). Forecasting daily volatility of foreign exchange markets: A comparison of the ARCH model and a new model using high frequency data. Massachusetts Institute of Technology.
Chicago Style (17th ed.) CitationLai, Ye-Hsing, and Bin Zhou. Forecasting Daily Volatility of Foreign Exchange Markets: A Comparison of the ARCH Model and a New Model Using High Frequency Data. Massachusetts Institute of Technology, 2005.
MLA (9th ed.) CitationLai, Ye-Hsing, and Bin Zhou. Forecasting Daily Volatility of Foreign Exchange Markets: A Comparison of the ARCH Model and a New Model Using High Frequency Data. Massachusetts Institute of Technology, 2005.
Warning: These citations may not always be 100% accurate.