Intraday volatility and scaling in high frequency foreign exchange markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Seemann, Lars ; McCauley, Joseph L. ; Gunaratne, Gemunu H. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 20.2011, 3, p. 121-127
|