Public news announcements and quoting activity in the Euro/Dollar foreign exchange market
From MaRDI portal
Publication:2445698
DOI10.1016/j.csda.2009.11.018zbMath1284.91467OpenAlexW2048429922MaRDI QIDQ2445698
Walid Ben Omrane, Andréas Heinen
Publication date: 14 April 2014
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2009.11.018
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Unnamed Item
- Count data regression charts for the monitoring of surveillance time series
- A framework for modelling overdispersed count data, including the Poisson-shifted generalized inverse Gaussian distribution
- Time series of count data: Modeling, estimation and diagnostics
- Multivariate reduced rank regression in non-Gaussian contexts, using copulas
- An introduction to copulas. Properties and applications
- Double Exponential Families and Their Use in Generalized Linear Regression
This page was built for publication: Public news announcements and quoting activity in the Euro/Dollar foreign exchange market