Distribution and Dynamics of Central-European Exchange Rates: Evidence from Intraday Data
| Author(s): | PhDr. Vít Bubák, M.A., Ph.D., |
|---|---|
| Type: | Articles in journals with impact factor |
| Year: | 2009 |
| Number: | 4 |
| ISSN / ISBN: | |
| Published in: | Czech Journal of Economics and Finance (Finance a Uver), 4/2009 |
| Publishing place: | |
| Keywords: | intraday data, realized variance, return and volatility distributions, heterogeneous autoregressive model |
| JEL codes: | C1, C5, G1 |
| Suggested Citation: | |
| Grants: | IES Research Framework Institutional task (2005-2011) Integration of the Czech economy into European union and its development |
| Abstract: |
