From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets

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Bibliographic Details
Published in:Finance and stochastics 1997-04, Vol.1 (2), p.95-129
Main Authors: Guillaume, Dominique M., Dacorogna, Michel M., Davé, Rakhal R., Müller, Ulrich A., Olsen, Richard B., Pictet, Olivier V.
Format: Article
Language:English
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ISSN:0949-2984
1432-1122
DOI:10.1007/s007800050018