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The incremental volatility information in one million foreign exchange quotations

Stephen J. Taylor and Xinzhong Xu ()

Journal of Empirical Finance, 1997, vol. 4, issue 4, 317-340

Date: 1997
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Journal of Empirical Finance is currently edited by R. T. Baillie, F. C. Palm, Th. J. Vermaelen and C. C. P. Wolff

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