FX futures invariance

DOI10.1016/J.JECONOM.2025.106165MaRDI QIDQ6854599zbMATH OpenFDO

Authors Torben G. Andersen, Oleg Bondarenko, Eleni Gousgounis, Esen Onur

Publication date 24 February 2026

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

market microstructuretick sizetesting for market invariance

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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