Work

Jumps, news, and liquidity in high-frequency exchange rates

Year: 2012

Type: conference-paper

Source: Ghent University Academic Bibliography (Ghent University)

Authors: Michael Frömmel, Xing Han, Frederick Van Gysegem

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2247286276

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Related to: 10