{"title":"人民币兑美元汇率的波动性和跳跃性与日内周期性和截断幂变性","authors":"Chae-Deug Yi","doi":"10.1080/16081625.2024.2326408","DOIUrl":null,"url":null,"abstract":"This study analyzes the discrete jump volatility of the Chinese yuan/U.S. dollar exchange rate returns using high-frequency five-minute returns from June 2012 to April 2021. Using periodicity filte...","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2024-03-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Volatility and jump with intraday periodicity and truncated power variation in Chinese yuan-US dollar exchange rates\",\"authors\":\"Chae-Deug Yi\",\"doi\":\"10.1080/16081625.2024.2326408\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This study analyzes the discrete jump volatility of the Chinese yuan/U.S. dollar exchange rate returns using high-frequency five-minute returns from June 2012 to April 2021. Using periodicity filte...\",\"PeriodicalId\":1,\"journal\":{\"name\":\"Accounts of Chemical Research\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":16.4000,\"publicationDate\":\"2024-03-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Accounts of Chemical Research\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/16081625.2024.2326408\",\"RegionNum\":1,\"RegionCategory\":\"化学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"CHEMISTRY, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/16081625.2024.2326408","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
Volatility and jump with intraday periodicity and truncated power variation in Chinese yuan-US dollar exchange rates
This study analyzes the discrete jump volatility of the Chinese yuan/U.S. dollar exchange rate returns using high-frequency five-minute returns from June 2012 to April 2021. Using periodicity filte...
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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