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"From the bird's eye to the microscope: A survey of new stylized facts of ..."
Dominique M. Guillaume et al. (1997)
- Dominique M. Guillaume, Michel M. Dacorogna, Rakhal R. Davé, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet:
From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets. Finance Stochastics 1(2): 95-129 (1997)
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