Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Language: English
Notes:
This research was supported by the National Science Foundation, the Guggenheim Foundation, and the Wharton Financial Institutions Center. We are grateful to Olsen and Associates for generously supplying their intraday exchange rate data. We would also like to thank Neil Shephard and George Tauchen for many insightful discussions and comments, as well as seminar participants at the 2003 NBER/NSF Time Series Conference at the University of Chicago. Send all correspondence (by email) to F.X. Diebold at fdiebold@sas.upenn.edu Number 2003/35 42 pages
Classification: C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets
Source:
Persistent link: https://www.econbiz.de/10005120777