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A Unifying Microstructure Framework for Modeling Intraday and Interday Asset Pricing Dynamics: the Case of Exchange Rates
Chauveau, Thierry, (1999)
A unifying microstructure framework for modeling intraday and interday asset pricing dynamics : the case of exchange rates
Non-observable noises as a possible cause of conditional heteroscedasticity : the case of intraday exchange rates
Chauveau, Thierry, (1996)