Bollerslev, T. and Baillie, R. (1991) Intra Day and Inter Market Volatility in Foreign Exchange Rates. Review of Economic Studies, 58, 565-585. - References

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Bollerslev, T. and Baillie, R. (1991) Intra Day and Inter Market Volatility in Foreign Exchange Rates. Review of Economic Studies, 58, 565-585. http://dx.doi.org/10.2307/2298012

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