Publication detail

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:

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