Forecasting daily exchange rate volatility using intraday returns

MPE Martens

Research output: Contribution to journalArticleAcademicpeer-review

48 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)1-23
Number of pages23
JournalJournal of International Money and Finance
Volume20
Publication statusPublished - 2001
Externally publishedYes

Cite this