High- and low-frequency exchange rate volatility dynamics : range-based estimation of stochastic volatility models

Sassan Alizadeh ...

Year of publication:	15 Febr. 2000 ; [Elektronische Ressource]
Authors:	Alizadeh, Sassan ; Brandt, Michael W. ; Kadlec, Gregory B. ; Diebold, Francis X.
Institutions:	Rodney L. White Center for Financial Research (contributor)
Publisher:	Philadelphia, Pa. : Rodney L. White Center for Financial Research
Subject:	Volatilität \| Volatility \| Wechselkurs \| Exchange rate \| Schätztheorie \| Estimation theory \| Theorie \| Theory

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