*001155051 *00520250613174229.0 *007ta *008020430s2001 xxu 000 u eng d *00900843cam a22002297c 4500 *019 $bl *035 $a(EXLNZ-47BIBSYS_NETWORK)990210193804702201 *035 $a(NO-LaBS)14281489(bibid) *035 $a(NO-TrBIB)02101938x *035 $a02101938x-47bibsys_network *040 $aNO-TrBIB$bnob$ekatreg *24500$aHigh- and low-frequency exchange rate volatility dynamics :$brange-based estimation of stochastic volatility models *260 $aCambridge, Mass.$bNBER$c2001 *300 $a40, [23] s. *4901 $aNBER working paper series$v8162 *7001 $aAlizadeh, Sassan$_38179200 *7001 $aBrandt, Michael W.$_30816600 *7001 $aDiebold, Francis X.$_23217700 *7102 $aNational Bureau of Economic Research (Forente Stater)$_13074800 *830 0$aWorking paper series (National Bureau of Economic Research : trykt utg.)$x0898-2937$v8162$w999105437124702201$_13074900 *901 $a60 *999 $aoai:nb.bibsys.no:990210193804702202$b2021-11-14T19:52:48Z$z990210193804702202 ^