Intraday patterns in foreign exchange returns and realized volatility
Keyword(s):
2010 ◽
Vol 34
(4)
◽
pp. 882-891
◽
2011 ◽
Vol 21
(13)
◽
pp. 997-1003
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Keyword(s):
2011 ◽
Vol 160
(1)
◽
pp. 48-57
◽
Keyword(s):
2009 ◽
Vol 19
(3)
◽
pp. 490-505
◽