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GMM Estimation of a Stochastic...
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The distribution of exchange rate volatility
Andersen, Torben
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1999
Persistent link: https://www.econbiz.de/10001427024
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The distribution of stock return volatility
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2000
Persistent link: https://www.econbiz.de/10001476423
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Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
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Bollerslev, Tim
;
Diebold, Francis X.
; …
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2000
Persistent link: https://www.econbiz.de/10001477784
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