Open AccessExchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Author(s) -
Torben G. Andersen,
Tim Bollerslev,
Francis X. Diebold,
Paul Labys
Publication year - 2000
Language(s) - English
Resource type - Reports
DOI - 10.3386/w7488
Subject(s) - volatility (finance) , econometrics , gaussian , economics , exchange rate , financial economics , monetary economics , chemistry , computational chemistry
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