High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models

TitleHigh Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models
Publication TypeMiscellaneous
Year of Publication1998
AuthorsMoody, J., & Wu L.
Other Numbers465
Bibliographic Notes

Chapter 2 of Nonlinear Modelling of High Frequency Financial Data, Christian Dunis and Bin Zhou, editors, Wiley Financial Publishing, London, 1998.

Abbreviated Authors

J. Moody and L. Wu

ICSI Research Group

Algorithms

ICSI Publication Type

None