Volume and volatility in foreign exchange market microstrucutre : a Markov switching approach
Rim Khemiri
| Year of publication: |
2012
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|---|---|
| Authors: | Khemiri, Rim |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 22.2012, 13/15, p. 1121-1133
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| Subject: | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Markov-Kette | Markov chain | Theorie | Theory | Handelsvolumen der Börse | Trading volume | Schätzung | Estimation | Wechselkurs | Exchange rate |
| 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/10009625405