Trading price jump clusters in foreign exchange markets

Jan Novotný; Dmitri Petrov; Giovanni Urga

doi:10.1016/j.finmar.2015.03.002

Journal of Financial Markets Vol. 24 2015

Trading price jump clusters in foreign exchange markets

Jan Novotný^1,2; Dmitri Petrov³; Giovanni Urga^4,2

¹ Center for Economic Research and Graduate Education – Economics Institute · ² City, University of London · ³ Nomura International plc, One Angel Lane, London EC4R 3AB, UK · ⁴ University of Bergamo

DOI: 10.1016/j.finmar.2015.03.002
Volume: 24
Pages: 66-92
Language: en
Sources: crossref openalex

Trading price jump clusters in foreign exchange markets

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