Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
Year of publication: |
2009
|
---|---|
Authors: | Bubák, Vít ; Žikeš, Filip |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 59.2009, 4, p. 334-359
|
Publisher: |
Institut ekonomických studií |
Subject: | intraday data | realized variance | return and volatility distributions | heterogeneous autoregressive model |
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