A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
| Year of publication: |
1993
|
|---|---|
| Authors: | Dacorogna, Michael M. ; Muller, Ulrich A. ; Nagler, Robert J. ; Olsen, Richard B. ; Pictet, Olivier V. |
| Published in: |
Journal of International Money and Finance. - Elsevier, ISSN 0261-5606. - Vol. 12.1993, 4, p. 413-438
|
| Publisher: |
Elsevier |