Foreign Exchange Rates Have Surprising Volatility
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Bibliographic InfoPaper provided by Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes in its series SFB 373 Discussion Papers with number 1996,68.
Date of creation: 1996
Date of revision:
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- GHYSELS, Eric & HARVEY, Andrew & RENAULT, Eric, 1995.
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1995069, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Juan Manuel Julio & Norberto Rodríguez & Héctor Manuel Zárate, 2005. "Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach," BORRADORES DE ECONOMIA 002605, BANCO DE LA REPÚBLICA.
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