Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 758114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news |
scientific article; zbMATH DE number 758114 |
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
0.84022677
0 references
0.8384242
0 references
0.83277225
0 references
0.83125657
0 references
0.8292941
0 references
0.82796633
0 references
0.8219453
0 references
0.8181797
0 references
