Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis

Ulrich A. Muller, Michel Dacorogna, Richard Olsen (), Olivier V. Pictet, Matthias Schwarz and Claude Morgenegg

Journal of Banking & Finance, 1990, vol. 14, issue 6, pages 1189-1208

Date: 1990
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