What is the True Price? -- State Space Models for High Frequency FX Rates
Title | What is the True Price? -- State Space Models for High Frequency FX Rates |
Publication Type | Miscellaneous |
Year of Publication | 1997 |
Authors | Moody, J., & Wu L. |
Other Numbers | 474 |
Bibliographic Notes | Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997. |
Abbreviated Authors | J. Moody and L. Wu |
ICSI Research Group | Algorithms |
ICSI Publication Type | None |