Order flow and exchange rate dynamics in continuous time : new evidence from martingale regression
Zi-Yi Guo
| Year of publication: |
2017
|
|---|---|
| Authors: | Guo, Zi-Yi |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 7.2017, 2, p. 507-512
|
| Subject: | Order Flow | Time-change Sampling | Martingale Estimator | Schätzung | Estimation | Wechselkurs | Exchange rate | Martingal | Martingale | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011789341