Clements, Michael P. (contributor); … - 2006
�ve spot exchange rates: the Australian dollar (AU), Canadian dollar (CA), Euro
(EU), U.K. pound (UK), and Japanese yen …, itstwocomponentsfC48;0:95gi andfJ48;0:95gi, andRAVi (fori = 1;:::;1240),
in standard deviation form, for Australian and Euro dollars. To … intraday observations covering more than just the preceding day will
aware of forecasts of realized volatility for the Euro.
6 …