NONLINEAR FEATURES OF REALIZED FX VOLATILITY
| Year of publication: |
2002
|
|---|---|
| Authors: | Maheu, John M. ; Mccurdy, Thomas H. |
| Published in: |
The review of economics and statistics. - Cambridge, Mass : MIT Press, ISSN 0034-6535, ZDB-ID 2079628. - Vol. 84.2002, 4, p. 668-681
|