Statistical Analysis of Tick-by-tick Foreign Exchange Data
Title | Statistical Analysis of Tick-by-tick Foreign Exchange Data |
Publication Type | Conference Paper |
Year of Publication | 1995 |
Authors | Moody, J., & Wu L. |
Published in | Proceedings of the High Frequency Data in Finance Conference |
Other Numbers | 1413 |
Bibliographic Notes | Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland |
Abbreviated Authors | J. Moody and L. Wu |
ICSI Research Group | Algorithms |
ICSI Publication Type | Article in conference proceedings |