HIGH- AND LOW-FREQUENCY EXCHANGE RATE VOLATILITY DYNAMICS: RANGE-BASED ESTIMATION OF STOCHASTIC VOLATILITY MODELS
Year of publication: |
2001
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Authors: | Alizadeh, Sassan ; Brandt, Michael W. ; Diebold, Francis X. |
Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2001, 8162, p. 8162
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