electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … macroeconomic analysis, market microstructure analysis and order flow analysis, to forecast the volatility in the foreign currencies …

electronic trading in the foreign currencies exchange markets in the conditions of the discrete information absorption processes … currencies exchange rates dynamics in the short and long time periods. We consider the financial analysis methods, including the … macroeconomic analysis, market microstructure analysis and order flow analysis, to forecast the volatility in the foreign currencies …

In this book several econometrics techniques are used to perform quantitative research of the exchange rate in …