"From the bird's eye to the microscope: A survey of new stylized facts of ..."

Dominique M. Guillaume et al. (1997)

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DOI: 10.1007/S007800050018

access: closed

type: Journal Article

metadata version: 2020-07-22

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Dominique M. Guillaume, Michel M. Dacorogna, Rakhal R. Davé, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet:
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets. Finance Stochastics 1(2): 95-129 (1997)

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