{"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":45890,"journal":{"name":"Asia-Pacific Journal of Accounting & Economics","volume":"198 1","pages":""},"PeriodicalIF":1.4000,"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\":45890,\"journal\":{\"name\":\"Asia-Pacific Journal of Accounting & Economics\",\"volume\":\"198 1\",\"pages\":\"\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2024-03-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Asia-Pacific Journal of Accounting & Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/16081625.2024.2326408\",\"RegionNum\":4,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Asia-Pacific Journal of Accounting & Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/16081625.2024.2326408","RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","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...
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The Asia-Pacific Journal of Accounting & Economics (APJAE) is an international forum intended for theoretical and empirical research in all areas of economics and accounting in general. In particular, the journal encourages submissions in the following areas: Auditing, financial reporting, earnings management, financial analysts, the role of accounting information, international trade and finance, industrial organization, strategic behavior, market structure, financial contracts, corporate governance, capital markets, and financial institutions. The journal welcomes contributions related to the Asia Pacific region, and targets top quality research from scholars with diverse regional interests. The editors encourage submission of high quality manuscripts with innovative ideas. The editorial team is committed to an expedient review process.
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