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