Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates
Year of publication: |
2002
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Authors: | Gençay, Ramazan ; Ballocchi, Giuseppe ; Dacorogna, Michel ; Olsen, Richard ; Pictet, Olivier |
Published in: |
International economic review. - Malden, Mass. [u.a.] : Blackwell, ISSN 0020-6598, ZDB-ID 2098714. - Vol. 43.2002, 2, p. 463-492
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