| Date | Research papers |
|---|---|
| Mar 2008 | Frequency of observation and the estimation of integrated volatility in deep and liquid financial marketsWorking Papers No 249
Other authors: Benjamin Chiquoine, Erik Hjalmarsson and Mico Loretan |
| Aug 2002 | Foreign exchange markets in the 1990s: intraday market volatility and the growth of electronic tradingBIS Papers No 12
Other authors: Steven Weinberg |
