Intraday volatility and scaling in high frequency foreign exchange markets

2011 ◽  
Vol 20 (3) ◽  
pp. 121-126 ◽  
Author(s):  
Lars Seemann ◽  
Joseph L. McCauley ◽  
Gemunu H. Gunaratne
2011 ◽  
Author(s):  
James O'Connor ◽  
James Wackett ◽  
Robert Zammit

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