High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models
Title | High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models |
Publication Type | Miscellaneous |
Year of Publication | 1998 |
Authors | Moody, J., & Wu L. |
Other Numbers | 465 |
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 |