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    author
    Anna Serbinenko
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    publication date
    25 May 2010
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    Mathematics Subject Classification ID
    91G70
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    62M10
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    62P05
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    zbMATH DE Number
    5711712
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    zbMATH Keywords
    foreign exchange market
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    intraday trading
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    heavy tails
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    volatility clustering
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    market microstructure
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