The incremental volatility information in one million foreign exchange quotations
| Year of publication: |
1997
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|---|---|
| Authors: | Taylor, S.J. ; Xu, X. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 4.1997, 4, p. 317-340
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