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The impact of order flow on the foreign exchange market : a copula approach
Kitamura, Yoshihiro - In: Asia-Pacific financial markets 18 (2011) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10009237751
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Predicting a flash crash in the yen/dollar foreign exchange market
Kitamura, Yoshihiro - In: Applied economics letters 24 (2017) 13/15, pp. 987-990
Persistent link: https://www.econbiz.de/10011716501
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Simple measures of market efficiency : a study in foreign exchange markets
Kitamura, Yoshihiro - In: Japan and the world economy : international journal of … 41 (2017), pp. 1-16
Persistent link: https://www.econbiz.de/10011849836
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A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market
Akiba, Hiroya; Kitamura, Yoshihiro; Matsuda, Shinichi; … - In: Exchange rates in developed and emerging markets : …, (pp. 60-74). 2013
Persistent link: https://www.econbiz.de/10010212668
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LSTM forecasting foreign exchange rates using limit order book
Ito, Katsuki; Iima, Hitoshi; Kitamura, Yoshihiro - In: Finance research letters 47 (2022) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10013455587