Applications and Case Studies - The Distribution of Realized Exchange Rate Volatility
| Year of publication: |
2001
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|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 96.2001, 453, p. 42-55
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