EXCHANGE RATE RETURNS STANDARDIZED BY REALIZED VOLATILITY ARE (NEARLY) GAUSSIAN
| Year of publication: |
2000
|
|---|---|
| Authors: | Andersen, Torben G. ; Bollerslev, Tim ; Diebold, Francis X. ; Labys, Paul |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2000, 7488, p. 7488
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