A Cyclical Model of Exchange Rate Volatility
Year of publication: |
2010-10
|
---|---|
Authors: | Stoja, Evarist ; Harris, Richard D. F. ; Yilmaz, Fatih |
Institutions: | School of Economics, Finance and Management, University of Bristol |
Subject: | Conditional volatility | Intraday range | Hodrick-Prescott filter |
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