%0 Journal Article %1 Batten2005 %A Batten, Jonathan A. %A Ellis, Craig A. %A Hogan, Warren P. %D 2005 %J Physica A: Statistical Mechanics and its Applications %K Scaling volatility %N 2-4 %P 558--572 %T Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market %U http://www.sciencedirect.com/science/article/B6TVG-4FBW3P1-3/1/26af0ed2c26f50666314778427baf850 %V 352

@article{Batten2005, added-at = {2008-04-22T10:36:30.000+0200}, author = {Batten, Jonathan A. and Ellis, Craig A. and Hogan, Warren P.}, biburl = {https://www.bibsonomy.org/bibtex/2db5253e4d4be2c1c1f043c130b0de64d/smicha}, day = 15, description = {Physica A}, interhash = {bb2eaa0758cdc807a051d325e6d0654b}, intrahash = {db5253e4d4be2c1c1f043c130b0de64d}, journal = {Physica A: Statistical Mechanics and its Applications}, keywords = {Scaling volatility}, month = Jul, number = {2-4}, pages = {558--572}, timestamp = {2008-04-22T10:40:19.000+0200}, title = {Decomposing intraday dependence in currency markets: evidence from the AUD/USD spot market}, url = {http://www.sciencedirect.com/science/article/B6TVG-4FBW3P1-3/1/26af0ed2c26f50666314778427baf850}, volume = 352, year = 2005 }