Comparing models of intra-day seasonal volatility in the foreign exchange market

被引:0
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作者
Morana, C [1 ]
Beltratti, A [1 ]
机构
[1] Heriot Watt Univ, Edinburgh EH14 4AS, Midlothian, Scotland
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中图分类号
F8 [财政、金融];
学科分类号
0202 ;
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页码:125 / 135
页数:11
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