The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
Year of publication: |
2011
|
---|---|
Authors: | Kitamura, Yoshihiro |
Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 1, p. 1-31
|
Publisher: |
Springer |
Subject: | Copula | Exchange rate | Order flow |
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