Forecasting exchange rate volatility using high-frequency data: Is the euro different?
Year of publication: |
2011
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Authors: | Chortareas, Georgios ; Jiang, Ying ; Nankervis, John. C. |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 27.2011, 4, p. 1089-1108
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