Jump-Diffusion Processes in the Foreign Exchange Markets and the Release of Macroeconomic News
| Year of publication: |
1994
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|---|---|
| Authors: | Johnson, Gordon ; Schneeweis, Thomas |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 7.1994, 4, p. 309-330
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