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Archive@NYU >
Browsing by Author "Labys, Paul"
Showing results 1 to 3 of 3
| Thumbnail | Number | Issue Date | Title | Author(s) | | FIN-99-061 | 26-Sep-1999 | (Understanding, Optimizing, Using and Forecasting) Realized Volatility
and Correlation | Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
| FIN-99-060 | 26-Sep-1999 | Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian | Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
| FIN-99-059 | 2-Nov-1999 | The Distribution of Exchange Rate Volatility | Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
Showing results 1 to 3 of 3
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