High frequency data and volatility in foreign exchange rates
By: by Bin Zhou.
Series: MIT Sloan School working paper -- 3485-92; Working paper (Sloan School of Management) -- 3485-92.
Publisher: Alfred P. Sloan School of Management, Massachusetts Institute of Technology, 1992.
Published: 1992
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 25