High Frequency Information Content in End-User Foreign Exchange Order Flows
Year of publication: |
2011
|
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Authors: | Marsh, Ian W. |
Other Persons: | Miao, Teng (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | Marktmikrostruktur | Market microstructure | Informationswert | Information value | Ökonometrisches Modell | Econometric model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1829309 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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