%0 Journal Article %1 Ghosh1997 %A Ghosh, Dipak %D 1997 %J Economics Letters %K Intra-day %N 2 %P 235--241 %T Negative autocorrelation around large jumps in intra-day foreign exchange data %U http://www.sciencedirect.com/science/article/B6V84-3T51RH8-2H/2/b1d18455ef0f2a5a7144ec67d0b0106f %V 56

@article{Ghosh1997, added-at = {2008-04-21T22:09:52.000+0200}, author = {Ghosh, Dipak}, biburl = {https://www.bibsonomy.org/bibtex/2b9c3f57df955f89d92e0d6a10528cdc3/smicha}, day = 17, description = {Economics Letters}, interhash = {16ec688312f9fb2584c1429edb5bd697}, intrahash = {b9c3f57df955f89d92e0d6a10528cdc3}, journal = {Economics Letters}, keywords = {Intra-day}, month = Oct, number = 2, pages = {235--241}, timestamp = {2008-04-21T22:15:12.000+0200}, title = {Negative autocorrelation around large jumps in intra-day foreign exchange data}, url = {http://www.sciencedirect.com/science/article/B6V84-3T51RH8-2H/2/b1d18455ef0f2a5a7144ec67d0b0106f}, volume = 56, year = 1997 }