The Distribution of Exchange Rate Volatility
收藏NBER1999-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w6961
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资源简介：
Using high-frequency data on Deutschemark and Yen returns against the dollar, we construct model-free estimates of daily exchange rate volatility and correlation, covering an entire decade. In addition to being model-free, our estimates are also approximately free of measurement error under general
提供机构：
美国国家经济研究局
创建时间：
1999-02-01
