Exchange rate returns standardized by realized volatility are (nearly) gaussian:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
2000
|
| Schriftenreihe: | NBER working paper series
7488 |
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
| Beschreibung: | 21 S. graph. Darst. |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T19:02:10Z |
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| language | English |
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| physical | 21 S. graph. Darst. |
| publishDate | 2000 |
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| spelling | Exchange rate returns standardized by realized volatility are (nearly) gaussian Torben G. Andersen ... Cambridge, Mass. 2000 21 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier NBER working paper series 7488 Ökonometrisches Modell Foreign exchange futures Prices Econometric models Foreign exchange rates Econometric models Gaussian distribution Rate of return Econometric models Andersen, Torben Sonstige (DE-588)128603259 oth Erscheint auch als Online-Ausgabe NBER working paper series 7488 (DE-604)BV002801238 7488 http://papers.nber.org/papers/w7488.pdf kostenfrei Volltext |
| spellingShingle | Exchange rate returns standardized by realized volatility are (nearly) gaussian NBER working paper series Ökonometrisches Modell Foreign exchange futures Prices Econometric models Foreign exchange rates Econometric models Gaussian distribution Rate of return Econometric models |
| title | Exchange rate returns standardized by realized volatility are (nearly) gaussian |
| title_auth | Exchange rate returns standardized by realized volatility are (nearly) gaussian |
| title_exact_search | Exchange rate returns standardized by realized volatility are (nearly) gaussian |
| title_full | Exchange rate returns standardized by realized volatility are (nearly) gaussian Torben G. Andersen ... |
| title_fullStr | Exchange rate returns standardized by realized volatility are (nearly) gaussian Torben G. Andersen ... |
| title_full_unstemmed | Exchange rate returns standardized by realized volatility are (nearly) gaussian Torben G. Andersen ... |
| title_short | Exchange rate returns standardized by realized volatility are (nearly) gaussian |
| title_sort | exchange rate returns standardized by realized volatility are nearly gaussian |
| topic | Ökonometrisches Modell Foreign exchange futures Prices Econometric models Foreign exchange rates Econometric models Gaussian distribution Rate of return Econometric models |
| topic_facet | Ökonometrisches Modell Foreign exchange futures Prices Econometric models Foreign exchange rates Econometric models Gaussian distribution Rate of return Econometric models |
| url | http://papers.nber.org/papers/w7488.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT andersentorben exchangeratereturnsstandardizedbyrealizedvolatilityarenearlygaussian |