Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893)

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Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news
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    Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (English)
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    9 November 1995
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    asset volatility
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    jump-diffusion process models
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    macroeconomic news
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