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重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange
重庆理工大学经济与贸易学院 国际金融 英文 课件 Chapter2 The Market for Foreign Exchange
2015/10/13
重庆理工大学经济与贸易学院国际金融英文课件Chapter2 The Market for Foreign Exchange。
The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
foreign exchange market multifractality Epps effect
2010/12/13
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-G...