Publication Details
Title: Statistical Analysis of Tick-by-tick Foreign Exchange Data
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1995
PDF: [Not available online]
Bibliographic Information:
Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland
Bibliographic Reference:
J. Moody and L. Wu. Statistical Analysis of Tick-by-tick Foreign Exchange Data. Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland, 1995
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1995
PDF: [Not available online]
Bibliographic Information:
Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland
Bibliographic Reference:
J. Moody and L. Wu. Statistical Analysis of Tick-by-tick Foreign Exchange Data. Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland, 1995