High- and low-frequency exchange rate volatility dynamics range-based estimation of stochastic volatility models

Bibliographic Details
Main Author: Alizadeh, Sassan (-)
Other Authors: Brandt, Michael W., Diebold, Francis X., 1959-
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 2001.
Series:NBER Working Paper Series ; 8162
Subjects:
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Description
Physical Description:40, [23] p. ; 22 cm
Bibliography:Bibliogr.