Trading price jump clusters in foreign exchange markets
Year of publication: |
June 2015
|
---|---|
Authors: | Novotný, Jan ; Petrov, Dmitri ; Urga, Giovanni |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 24.2015, p. 66-92
|
Subject: | Price jumps | Clusters | Foreign exchange markets | Trading | Profitable strategy | Devisenmarkt | Foreign exchange market | Börsenkurs | Share price | Clusteranalyse | Cluster analysis | USA | United States | Volatilität | Volatility | Theorie | Theory | Regionales Cluster | Regional cluster |
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