A geographical model for the daily and weekly seasonal volatility in the foreign exchange market
B-Tier
Journal:Journal of International Money and Finance
Year:
1993
Volume:
12
Issue:
4
Pages:
413-438
Authors (5)
Dacorogna, Michael M.
(not in RePEc)
Muller, Ulrich A.
(not in RePEc)
Nagler, Robert J.
(not in RePEc)
Olsen, Richard B.
(University of Essex)
Pictet, Olivier V.
(not in RePEc)
Score contribution per author:
0.402=(α=2.01 / 5 authors)×1.0x B-tier
α: calibrated so average coauthorship-adjusted count equals average raw count