The Distribution of Foreign Exchange Price Changes: Trading Day Effects and Risk Measurement—A Reply
- Abstract
- Full Text PDF
- Author(s): JAMES W. McFARLAND, R. RICHARDSON PETTIT, SAM K. SUNG
- Published: Apr 30, 2012
- Pages: 189-194
- DOI: 10.1111/j.1540-6261.1987.tb02561.x