Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Year of publication: |
2017
|
---|---|
Authors: | Guo, Zi-Yi |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 2, p. 507-512
|
Subject: | Order Flow | Time-change Sampling | Martingale Estimator | Wechselkurs | Exchange rate | Schätztheorie | Estimation theory | Martingal | Martingale | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Stichprobenerhebung | Sampling | Schätzung | Estimation |
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