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Publications [#14701] of Tim Bollerslev
Journal Articles
- "Exchange Rate Returns Standardized by Realized Volatility are (Nearly) Gaussian," T. Bollerslev with T.G. Andersen, F.X. Diebold and P. Labys, Multinational Finance Journal 4 (2000): 159-179.
(last updated on 2003/12/01)Author's Comments:
Best paper of the year award