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Forecasting exchange rate volatility using high-frequency data: Is the euro different?

✍ Scribed by Georgios Chortareas; Ying Jiang; John. C. Nankervis

Book ID: 113648157
Publisher: Elsevier Science
Year: 2011
Tongue: English
Weight: 531 KB
Volume: 27
Category: Article
ISSN: 0169-2070
DOI: 10.1016/j.ijforecast.2010.07.003

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