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The impact of order flow on the foreign exchange market: a copula approach (Q633820)

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scientific article; zbMATH DE number 5871652
Language Label Description Also known as
English
The impact of order flow on the foreign exchange market: a copula approach
scientific article; zbMATH DE number 5871652

    Statements

    title
    The impact of order flow on the foreign exchange market: a copula approach (English)
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    author
    Yoshihiro Kitamura
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    publication date
    30 March 2011
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    zbMATH Keywords
    copula
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    exchange rate
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    order flow
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    91G70
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    62P05
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    zbMATH DE Number
    5871652
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    OpenAlex ID
    W1994476538
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