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What Drives Volatility Persistence in the Foreign Exchange Market?
Berger, David W., Chaboud, Alain, Hjalmarsson, Erik, Howorka, EdwardYear:
2006
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.906862
File:
PDF, 939 KB
english, 2006