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ARCH-Modell
Exchange rate
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Volatility
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high-frequency data
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integrated volatility
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Andersen, Torben
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Bollerslev, Tim
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Diebold, Francis X.
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Labys, Paul
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Financial Institutions Center
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Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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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/10001477784
Saved in:
2
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:
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