The quality of volatility traded on the over-the-counter currency market: A multiple horizons study
Year of publication: |
2003
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Authors: | Covrig, Vicentiu ; Low, Buen Sin |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 3, p. 261-286
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