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subject:"France"
~person:"Chen, Louisa"
~person:"Giot, Pierre"
~subject:"Price efficiency"
~type:"article"
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Judgment day : algorithmic trading around the Swiss franc cap removal
Breedon, Francis J.
;
Chen, Louisa
;
Ranaldo, Angelo
; …
- In:
Journal of international economics
140
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014266561
Saved in:
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Value-at-risk for long and short trading positions
Giot, Pierre
;
Laurent, Sébastien
- In:
Journal of applied econometrics
18
(
2003
)
6
,
pp. 641-664
Persistent link: https://www.econbiz.de/10001843499
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