Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (Q1890893)
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scientific article; zbMATH DE number 758114
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news |
scientific article; zbMATH DE number 758114 |
Statements
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news (English)
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9 November 1995
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asset volatility
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jump-diffusion process models
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macroeconomic news
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0.84022677
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0.8384242
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0.83277225
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0.83125657
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0.8292941
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0.82796633
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0.8219453
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0.8181797
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