Forecasting daily exchange rate volatility using intraday returns

MPE Martens

Research output: Contribution to journalArticleAcademicpeer-review

54 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

Research programs

  • EUR ESE 08

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