The Distribution of Exchange Rate Volatility
收藏数据链接：
官方服务：
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
