Andersen, T. G. (2000). Exchange rate returns standardized by realized volatility are (nearly) Gaussian. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationAndersen, Torben G. Exchange Rate Returns Standardized by Realized Volatility Are (nearly) Gaussian. Cambridge: National Bureau of Economic Research, 2000.
MLA (9th ed.) CitationAndersen, Torben G. Exchange Rate Returns Standardized by Realized Volatility Are (nearly) Gaussian. National Bureau of Economic Research, 2000.
Warning: These citations may not always be 100% accurate.