A new hybrid model for intraday spot foreign exchange trading accounting for heavy tails and volatility clustering (Q3561715)
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scientific article; zbMATH DE number 5711712
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| English | A new hybrid model for intraday spot foreign exchange trading accounting for heavy tails and volatility clustering |
scientific article; zbMATH DE number 5711712 |
Statements
25 May 2010
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foreign exchange market
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intraday trading
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heavy tails
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volatility clustering
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market microstructure
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0.760517418384552
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0.7591290473937988
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0.7571632862091064
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0.7508100271224976
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