Media type: E-Book Title: Jumps in equilibrium prices and asymmetric news in foreign exchange markets Contributor: El Ouadghiri, Imane [VerfasserIn]; Uctum, Remzi [VerfasserIn] imprint: Nanterre: Université de Paris Ouest Nanterre La Défense, [2015] Published in: Document de travail ; 2015,14 Extent: 1 Online-Ressource (circa 37 Seiten); Illustrationen Language: English Keywords: Forex market ; announcements ; jump detection test ; high frequency data ; microstructure noise ; asymmetric GARCH ; Arbeitspapier ; Graue Literatur Origination: Footnote: Access State: Open Access