Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Year of publication: |
2000
|
---|---|
Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul |
Published in: |
Multinational Finance Journal. - Multinational Finance Society - MFS. - Vol. 4.2000, 3-4, p. 159-179
|
Publisher: |
Multinational Finance Society - MFS |
Subject: | high-frequency data | integrated volatility | realized volatility | risk management |
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