From the bird's eye to the microscope: A survey of new stylized facts of the intra-dailyforeign exchange markets
Year of publication: |
1997
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Authors: | Guillaume, D.M. ; Dacorogna, M.M. ; Davé, R.R. ; Müller, U.A. ; Olsen, R.B. ; Pictet, O.V. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 1.1997, 2, p. 95-130
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