Rossi, Eduardo; Magistris, Paolo Santucci de - School of Economics and Management, University of Aarhus - 2009
School of Economics and Management
Aarhus University
Bartholins Allé 10, Building 1322, DK-8000 Aarhus C
Denmark … Financial Economics, 61:43–76.
Andersen,T.G.,Bollerslev,T.,Diebold,F.X.,andLabys,P.(2003). Modelingandforecasting
realized … exchange rates: a
multivariate generalized arch approach. Review of Economics and Statistics, 72:498505.
Brandt, M. W. and …