Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
B-Tier
Journal:Journal of Banking & Finance
Year:
1990
Volume:
14
Issue:
6
Pages:
1189-1208
Authors (6)
Muller, Ulrich A.
(not in RePEc)
Dacorogna, Michel M.
(not in RePEc)
Olsen, Richard B.
(University of Essex)
Pictet, Olivier V.
(not in RePEc)
Schwarz, Matthias
(not in RePEc)
Morgenegg, Claude
(not in RePEc)
Score contribution per author:
0.335=(α=2.01 / 6 authors)×1.0x B-tier
α: calibrated so average coauthorship-adjusted count equals average raw count