The distribution of exchange rate volatility
By: Torben G. Anderson ... [et al.].
Contributors: Andersen, Torben G.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6961; Working paper series (National Bureau of Economic Research) -- working paper no. 6961.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 29
Subjects: Foreign exchange rates -- United States -- Econometric models.
Other titles: Exchange rate volatility
Notes: "February 1999."

Includes bibliographical references (p.23-29).

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Electronic version available via the Internet at the NBER world wide web site (www.nber.org).