## Abstract The mixtureβofβdistributions hypothesis (MDH) posits that price volatility and trading volume are both subordinated to the same information arrival rate or βnewsβ process. Existing studies that test MDH have the problem that both the information arrival rate and volatility are unobserva
Exchange rate volatility and the mixture of distribution hypothesis
β Scribed by Luc Bauwens; Dagfinn Rime; Genaro Sucarrat
- Publisher
- Springer-Verlag
- Year
- 2005
- Tongue
- English
- Weight
- 323 KB
- Volume
- 30
- Category
- Article
- ISSN
- 0377-7332
No coin nor oath required. For personal study only.
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