Distribution and dynamics of Central-European exchange rates: Evidence from intraday data

Finance a Uver - Czech Journal of Economics and Finance

Volumn 59, Issue 4, 2009, Pages 334-359

  Bubák, Vít ^a   Žikeš, Filip ^b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Heterogeneous autoregressive model; Intraday data; Realized variance; Return and volatility distributions

Indexed keywords

EID: 70350314403     PISSN: 00151920     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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