Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Year of publication: |
2012
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Authors: | Khemiri, Rim |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 13/15, p. 1121-1133
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Subject: | Devisenmarkt | Foreign exchange market | Volatilität | Volatility | Markov-Kette | Markov chain | Handelsvolumen der Börse | Trading volume | Wechselkurs | Exchange rate | Theorie | Theory |
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