The microstructure approach to exchange rates /

Lyons, Richard K.

The microstructure approach to exchange rates / Richard K. Lyons. - Cambridge, Mass. : MIT Press,2001 2001. - xii, 333 p. : ill. ; 24 cm.

Includes bibliographical references (p. [305]-323) and index.

026212243X

2001044337


Foreign exchange rates--Mathematical models.

332.4 / L9953