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Modelling Volatility Transmission in the Forex Market Using High-Frequency Data
Lamouchi, Rim, Fatnassi, Ibrahim, Davidson, Russell, Abderrazak, Ben MaatougAnnée:
2017
Langue:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.3099121
Fichier:
PDF, 1.32 MB
english, 2017