Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:10, 1 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news |
scientific article |
Statements
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (English)
0 references
9 November 1995
0 references
asset volatility
0 references
jump-diffusion process models
0 references
macroeconomic news
0 references