Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates
| Title | Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates |
| Publication Type | Conference Paper |
| Year of Publication | 1995 |
| Authors | Moody, J., & Wu L. |
| Published in | Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995) |
| Other Numbers | 1412 |
| Bibliographic Notes | Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995), New York, New York |
| Abbreviated Authors | J. Moody and L. Wu |
| ICSI Research Group | Algorithms |
| ICSI Publication Type | Article in conference proceedings |