Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Publication
, Scholarly Edition
Andersen, TG; Bollerslev, T; Diebold, FX; Labys, P
July 7, 2015
Duke Scholars
Publication Date
July 7, 2015
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2015). Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian.
Andersen, Torben G., Tim Bollerslev, Francis X. Diebold, and Paul Labys. “Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian,” July 7, 2015.
Andersen TG, Bollerslev T, Diebold FX, Labys P. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. 2015.
Andersen, Torben G., et al. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. 7 July 2015.
Andersen TG, Bollerslev T, Diebold FX, Labys P. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. 2015.
Publication Date
July 7, 2015