An analysis of the co-movement of price change volatility in forex market. Pongsena, W., Ditsayabut, P., Kerdprasop, N., & Kerdprasop, K. In World Congress on Engineering, London, UK, July, pages 4–6, 2018.
bibtex   
@inproceedings{pongsena2018analysis,
  title={An analysis of the co-movement of price change volatility in forex market},
  author={Pongsena, Watthana and Ditsayabut, Prakaidoy and Kerdprasop, Nittaya and Kerdprasop, Kittisak},
  booktitle={World Congress on Engineering, London, UK, July},
  pages={4--6},
  year={2018}
}

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