The Distribution of Realized Exchange Rate Volatility (2001)

by Torben G. Andersen , Tim Bollerslev , Francis X. Diebold , Paul Labys
Venue:Journal of the American Statistical Association
Citations:98 - 13 self

Document Versions

The Distribution of Realized Exchange Rate Volatility –Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys — 2001 — Journal of the American Statistical Association
The Distribution of Realized Exchange Rate Volatility –Torben G. Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys — 2000 — Journal of the American Statistical Association