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The incremental volatility information in one million foreign exchange quotations

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSNChapter

Published
Publication date1999
Host publicationFinancial Markets Tick by Tick
Place of PublicationChichester
PublisherJohn Wiley and Sons Ltd
Pages65-90
Number of pages26
ISBN (Print)0-471-98160-5
Original languageEnglish