We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump components, and measures based on prices of...

Frontmatter -- Contents -- Preface -- Chapter One Introduction -- Chapter Two Components of a Dynamic Programming Model -- Chapter Three Discrete States and Controls -- Chapter Four Likelihood Functions for Discrete State/Control Models -- Chapter Five Random Utility Models -- Chapter Six...