An investigation of long range dependence in intra-day foreign exchange rate volatility
By: by Marc Henry and Richard Payne.
Contributors: Payne, Richard.; London School of Economics, Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.264; Discussion paper (London School of Economics, Financial Markets Group) -- no.264.
Publisher: London School of Economics, Financial Markets Group
Published: 1997
Place of publication: London
Language: eng