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A geographical model for the daily and weekly seasonal volatility in the foreign exchange market

Michel Dacorogna, Ulrich A. Muller, Robert J. Nagler, Richard Olsen () and Olivier V. Pictet

Journal of International Money and Finance, 1993, vol. 12, issue 4, 413-438

Date: 1993
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Handle: RePEc:eee:jimfin:v:12:y:1993:i:4:p:413-438