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~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Andersen, Torben"
~person:"Bayar, Aslı"
~person:"Carriero, Andrea"
~person:"Liao, Yin"
~subject:"Statistical distribution"
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Exchange rate returns standardized by realized
volatility
are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
2
The distribution of stock return
volatility
Andersen, Torben
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001519326
Saved in:
3
Modeling and forecasting realized
volatility
Andersen, Torben
(
contributor
)
-
2001
Persistent link: https://www.econbiz.de/10001561837
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