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 |