The Distribution of Realized Exchange Rate Volatility (Q4808055): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125412410 / rank | |||
Normal rank | |||
Latest revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 1916923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Distribution of Realized Exchange Rate Volatility |
scientific article; zbMATH DE number 1916923 |
Statements
The Distribution of Realized Exchange Rate Volatility (English)
0 references
10 August 2003
0 references
forecasting
0 references
high-frequency data
0 references
integrated volatility
0 references
long memory
0 references
quadratic variation
0 references
realized volatility
0 references
risk management
0 references
