The incremental volatility information in one million foreign exchange quotations

Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

Published

Publication date	1999
Host publication	Financial Markets Tick by Tick
Place of Publication	Chichester
Publisher	John Wiley and Sons Ltd
Pages	65-90
Number of pages	26
ISBN (print)	0-471-98160-5
<mark>Original language</mark>	English

Research