Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Publication
, Other
Andersen, TG; Bollerslev, T; Diebold, FX; Labys, P
January 2000
Duke Scholars
Publication Date
January 2000
Related Subject Headings
- 1502 Banking, Finance and Investment
Citation
APA
Chicago
ICMJE
MLA
NLM
Andersen, T. G., Bollerslev, T., Diebold, F. X., & Labys, P. (2000). 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,” January 2000.
Andersen TG, Bollerslev T, Diebold FX, Labys P. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. 2000.
Andersen, Torben G., et al. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. Jan. 2000.
Andersen TG, Bollerslev T, Diebold FX, Labys P. Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian. 2000.
Publication Date
January 2000
Related Subject Headings
- 1502 Banking, Finance and Investment