The distribution of realized exchange rate volatility (Q3374323)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5010691
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The distribution of realized exchange rate volatility |
scientific article; zbMATH DE number 5010691 |
Statements
9 March 2006
0 references
forecasting
0 references
gigh-frequency data
0 references
integrated volatility
0 references
long-memory
0 references
quadratic variation
0 references
risk management
0 references
0.99806147813797
0 references
0.8333292007446289
0 references
0.7937026619911194
0 references
0.7786354422569275
0 references
0.7761036157608032
0 references
