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Stern School of Business >
Finance Working Papers >

Please use this identifier to cite or link to this item: http://hdl.handle.net/2451/27126

Title: Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian
Authors: Andersen, Torben G.
Bollerslev, Tim
Diebold, Francis X.
Labys, Paul
Issue Date: 26-Sep-1999
Series/Report no.: FIN-99-060
URI: http://hdl.handle.net/2451/27126
Appears in Collections:Finance Working Papers

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