Public news announcements and quoting activity in the Euro/Dollar foreign exchange market

Computational Statistics and Data Analysis

Volumn 54, Issue 11, 2010, Pages 2419-2431

  Ben Omrane, Walid ^b   Heinen, Andras ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

^b UNIVERSITÉ DU QUÉBEC À MONTRÉAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

AUTO-REGRESSIVE; DYNAMIC NATURE; FOREIGN EXCHANGE MARKETS; HOT-POTATO; IMPULSE-RESPONSE FUNCTIONS; POISSON MODEL;

COMMERCE; TIME SERIES;

POISSON DISTRIBUTION;

EID: 77955278699     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2009.11.018     Document Type: Article

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