Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news
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Publication:1890893
DOI10.1007/BF01299458zbMath0824.90028MaRDI QIDQ1890893
Publication date: 9 November 1995
Published in: Computational Economics (Search for Journal in Brave)
91B62: Economic growth models
93E03: Stochastic systems in control theory (general)
91B44: Economics of information
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