High- and Low-Frequency Exchange Rate Volatility Dynamics: Range-Based Estimation of Stochastic Volatility Models
Year of publication: |
2001-03
|
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Authors: | Diebold, Francis ; Alizadeh, Sassan ; Brandt, Michael W. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Alizadeh, Sassan, Michael W. Brandt and Francis X. Diebold. "Range-Based Estimation Of Stochastic Volatility Models," Journal of Finance, 2002, v57(3,Jun), 1047-1091. Number 8162 |
Classification: | G1 - General Financial Markets ; F3 - International Finance |
Source: |
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