A mixture multiplicative error model for realized volatility

Markku Lanne

Year of publication:	2006
Other Persons:	Lanne, Markku (contributor)
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	Badia Fiesolana, San Domenico (Fl)
Subject:	Wechselkurs \| Exchange rate \| Volatilität \| Volatility \| Theorie \| Theory \| Schätzung \| Estimation \| Prognose \| Forecast \| Deutschland \| Germany \| Japan \| USA \| United States \| Statistische Verteilung \| Statistical distribution

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