Jump-Diffusion Processes in the Foreign Exchange Markets and the Release of Macroeconomic News
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Volume (Year): 7 (1994)
Issue (Month): 4 ()
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- repec:dgr:rugsom:98a40 is not listed on IDEAS
- Peter Fortune, 1999. "Are stock returns different over weekends? a jump diffusion analysis of the "weekend effect"," New England Economic Review, Federal Reserve Bank of Boston, issue Sep, pages 3-19.
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