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1. Endogenous and exogenous volatility in the foreign exchange market

   Author: Bargigli, Leonardo; Cifarelli, Giulio

   Published: [2020]

   Publisher:  DISEI, Università degli Studi di Firenze, Firenze (Italia)

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   Verlag (kostenfrei) Verlag (kostenfrei)

   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Location:

   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   VS 650

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Series:	Array ; 2020, n. 17
   Subjects:	heteroskedasticity; asset pricing model; heterogeneous beliefs; market making; foreign exchange market; Markov switching; GARCH; SVAR; high frequency data
   Scope:	1 Online-Ressource (circa 40 Seiten), Illustrationen