High frequency data and volatility in foreign exchange rates
Name
highfrequencydat92zhou.pdf
Size
1.2 MB
Format
Adobe PDF
Checksum (MD5)
e9385ec8237e4f84e1d0d4b9d4b3ca90
Author(s)
Zhou, Bin
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992
Series/Report no.
Working paper (Sloan School of Management) ; 3485-92.
Persistent DSpace Link