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Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates*

, , , , and . International Economic Review, 43 (2): 463--491 (121 May 2002)doi: 10.1111/1468-2354.t01-2-00023.

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The intraday multivariate structure of the Eurofutures markets, , , , and . Journal of Empirical Finance, 6 (5): 479--513 (December 1999)Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates*, , , , and . International Economic Review, 43 (2): 463--491 (121 05 2002)doi: 10.1111/1468-2354.t01-2-00023.