Work

Panel Intensity Models with Latent Factors: An Application to the Trading Dynamics on the Foreign Exchange Market ¤

Year: 2007

Type: preprint

Abstract: Exchange Market’. The authors want to thank Richard Olsen and Olsen Financial Technologies for providing us with the data. The paper benefited from several discussions with Günter Franke, Sandra Lechner and Winfried Pohlmeier.

Source: RePEc: Research Papers in Economics

Authors: Ingmar Nolte, Valeri Voev

Institution: University of Konstanz

Language: English

Topic: Spatial and Panel Data Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Fritz Thyssen Stiftung

OpenAlex ID: W2107980995

Cites: 14

Cited by: 1

Related to: 10