High frequency data and volatility in foreign exchange rates
Name
highfrequencydat00zhou.pdf
Size
1.35 MB
Format
Adobe PDF
Checksum (MD5)
3d83beba0965ee5688de9a04df08def9
Author(s)
Zhou, Bin
Date Issued
1993
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Series/Report no.
Working paper (Sloan School of Management) ; 3485.
Description
"Revised January 14, 1993."
Persistent DSpace Link