A Stochastic Cascade Model For Fx Dynamics
Work
Year: 2000
Type: article
Abstract: A time series model for the FX dynamics is presented which takes into account structural peculiarities of the market, namely its heterogeneity and an information flow from long to short time horizons.... more
Institution Paul Scherrer Institute
Cites: 4
Cited by: 42
Related to: 10
FWCI: 5.738
Citation percentile (by year/subfield): 93.82
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: green