Negative autocorrelation around large jumps in intra-day foreign exchange data

✍ Scribed by Dipak Ghosh

• Book ID: 117333162
• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 115 KB
• Volume: 56
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(97)81906-4