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~institution:"American Enterprise Institute for Public Policy Research"
~institution:"National Bureau of Economic Research"
~person:"Andersen, Torben G."
~subject:"US dollar"
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Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Andersen, Torben G.
-
2000
. We consider two major dollar
exchange
rates
, and we show that returns standardized instead by the realized volatilities …
Persistent link: https://www.econbiz.de/10012471288
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