| Autor: |
Guillaume, Dominique M., Dacorogna, Michel M., Dave, Rakhal R., Müller, Ulrich A., Olsen, Richard B., Pictet, Olivier V. |
| Předmět: |
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| Zdroj: |
Finance & Stochastics; Apr97, Vol. 1 Issue 2, p95, 35p, 3 Charts, 15 Graphs |
| Abstrakt: |
Focuses on the stylized facts concerning the spot intra-daily foreign exchange markets. Distribution of price changes; Process of price formation; Heterogenous structure of the market; Examination of the nominal spot exchange rates of major currencies. |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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