Foreign exchange trading models and market behavior
Year of publication: |
2003
|
---|---|
Authors: | Gençay, Ramazan ; Dacorogna, Michel ; Olsen, Richard ; Pictet, Olivier |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 27.2003, 6, p. 909-935
|
Subject: | Devisenmarkt | Foreign exchange market | ARCH-Modell | ARCH model | Theorie | Theory | USA | United States | 1990-1996 |
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