Microstructure order flow : statistical and economic evaluation of nonlinear forecasts
Year of publication: |
November 2015
|
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Authors: | Cerrato, Mario ; Kim, Hyunsok ; MacDonald, Ronald |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 39.2015, p. 40-52
|
Subject: | Microstructure | Order flow | Forecastinga | Theorie | Theory | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Prognose | Forecast |
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