Exchange rate returns standardized by realized volatility are (nearly) Gaussian
By: Torben G. Andersen ... [et al.].
Contributors: Andersen, Torben G.; Bollerslev, Tim, 1958-; Diebold, Francis X., 1959-; Labys, Paul.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 7488; Working paper series (National Bureau of Economic Research) -- working paper no. 7488.
Publisher: National Bureau of Economic Research
Published: 2000
Place of publication: Cambridge, MA
Language: eng
Number of pages: 18
Subjects: Foreign exchange rates.; Foreign exchange futures -- Prices.
Notes: JEL no G0, C0.

"January 2000."

Includes bibliographical references (p. 15-16)

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