Publication Details
Title: Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1995
PDF: [Not available online]
Bibliographic Information:
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995), New York, New York
Bibliographic Reference:
J. Moody and L. Wu. Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates. Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995), New York, New York, 1995
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1995
PDF: [Not available online]
Bibliographic Information:
Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995), New York, New York
Bibliographic Reference:
J. Moody and L. Wu. Price Behavior and Hurst Exponents of Tick-By-Tick Interbank Foreign Exchange Rates. Proceedings of Computational Intelligence in Financial Engineering (IEEE IAFE 1995), New York, New York, 1995