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market making
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(1)
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Union catalogues
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Online
(1)
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Bargigli, Leonardo
(1)
Cifarelli, Giulio
(1)
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Book
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English
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Year
2020
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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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Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
Location:
ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
Signature:
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