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Time-of-Day Pattern and Long Memory Volatility in High Frequency Foreign Exchange Rates across Trading Time Zones

  • Publisher : Korea Insurance Research Institute
  • Research Area : Business Management
  • Received : February 11, 2020
  • Accepted : May 15, 2020
  • Published : May 31, 2020

Han, Young Wook 1

1한림대학교

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타입을 선택하세요 :
@article{ART002592786},
author={Han, Young Wook},
title={Time-of-Day Pattern and Long Memory Volatility in High Frequency Foreign Exchange Rates across Trading Time Zones},
journal={Journal of Insurance and Finance},
issn={2384-3209},
year={2020},
volume={31},
number={2},
pages={59-94},
doi={10.23842/jif.2020.31.2.003}