The Distribution of Realized Exchange Rate Volatility (Q4808055)
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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)
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10 August 2003
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forecasting
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high-frequency data
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integrated volatility
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long memory
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quadratic variation
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realized volatility
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risk management
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0.91479605
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0.89730215
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0.88569653
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0.87943983
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