High frequency data and volatility in foreign exchange rates

Author(s)
Zhou, Bin
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URI
http://hdl.handle.net/1721.1/48065
Publisher
Cambridge, Mass. : Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992
Other identifiers
highfrequencydat92zhou
Series/Report no.
Working paper (Sloan School of Management) ; 3485-92.
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