Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
| Year of publication: |
1990
|
|---|---|
| Authors: | Muller, Ulrich A. ; Dacorogna, Michel M. ; Olsen, Richard B. ; Pictet, Olivier V. ; Schwarz, Matthias ; Morgenegg, Claude |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 14.1990, 6, p. 1189-1208
|
| Publisher: |
Elsevier |