The Impact of Order Flow on the Foreign Exchange Market: A Copula Approach
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DOI: 10.1007/s10690-010-9118-0
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Citations
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Cited by:
- Zhichao Zhang & Li Ding & Fan Zhang & Zhuang Zhang, 2015. "Optimal Currency Composition for China's Foreign Reserves: A Copula Approach," The World Economy, Wiley Blackwell, vol. 38(12), pages 1947-1965, December.
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Keywords
Copula; Exchange rate; Order flow;Statistics
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