From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (*)
Year of publication: |
1997
|
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Authors: | Olsen, Richard B. ; Müller, Ulrich A. ; Dacorogna, Michel M. ; Pictet, Olivier V. ; Davé, Rakhal R. ; Guillaume, Dominique M. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 1.1997, 2, p. 95-129
|
Publisher: |
Springer |
Subject: | Foreign exchange rates | intra-daily | heterogeneous | distribution |
Extent: | application/pdf application/postscript |
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Type of publication: | Article |
Notes: | received: May 1996; final version received: September 1996 |
Classification: | F31 - Foreign Exchange ; G15 - International Financial Markets ; E44 - Financial Markets and the Macroeconomy |
Source: |
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