| Title | Other author(s) | |
|---|---|---|
Rise of the Machines: Algorithmic Trading in the Foreign Exchange MarketBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0980, 04.11.2009) |
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Frequency of observation and the estimation of integrated volatility in deep and liquid financial marketsBank for International Settlements Working papers [View] (Paper: 249, 01.04.2008) |
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Frequency of Observation and the Estimation of Integrated Volatility in Deep and Liquid Financial MarketsBoard of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0905, 01.10.2007) |
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What Drives Volatility Persistence in the Foreign Exchange Market?Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0862, 03.06.2006) |
