## Abstract Intraday volatility for the Eurodollar, the Euro/dollar foreign exchange rate, and the Eโmini S&P 500 futures contracts traded on a continuous 23โhour schedule on the Chicago Mercantile Exchange Globex electronic platform is studied. Volatility transmission in a single market across dif
Intraday volatility and scaling in high frequency foreign exchange markets
โ Scribed by Lars Seemann; Joseph L. McCauley; Gemunu H. Gunaratne
- Book ID
- 116577449
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 908 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1057-5219
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