Zi-Yi Guo
Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression
Order Flow and Exchange Rate Dynamics in Continuous Time: New Evidence from Martingale Regression
International Journal of Economics and Financial Issues
2017-Cilt: 7 Sayı: 2
507-512
Order Flow,
Time-Change Sampling,
Martingale Estimator
64
95