Foreign exchange rates have surprising volatility

Bossaerts, Peter;Hafner, Christian;H�rdle, Wolfgang
(1996) Athens Conference on Applied Probability and Time Series Analysis — Location: Athens (22.March.1995)

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  • Bossaerts, PeterCalifornia Institute of Technology
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  • Hafner, ChristianHumboldt Universität zu Berlin
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  • H�rdle, WolfgangHumboldt Universität zu Berlin
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Bossaerts, P., Hafner, C., & H�rdle, W. (1996). Foreign exchange rates have surprising volatility. In Edward James Hannan, P. M. Robinson, Joseph Mark Gani, Murray Rosenblatt (ed.), Athens Conference on Applied Probability and Time Series Analysis: Time series analysis, in memory of E.J. Hannan (p. p. 55-72). Springer. https://hdl.handle.net/2078.5/84607