Search Results - subject:"Order Flows Models"

Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?

Di Filippo, Gabriele - Université Paris-Dauphine (Paris IX) - 2011

This article looks inside the black box of order flows to understand why order flows models of exchange rate are more …. Incoming information is distorted by behavioural noise and microstructure noise. Thirdly, order flows models of exchange rate …

Persistent link: https://www.econbiz.de/10010707134

Inside the Black Box: Why are Order Flows Models of Exchange Rate more competitive than Traditional Models of Exchange Rate?.

Di Filippo, Gabriele - Université Paris-Dauphine

Persistent link: https://www.econbiz.de/10009189936