Publication Details

Title: Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1994
PDF: [Not available online]

Bibliographic Information:
Proceedings of the Neural Networks in the Capital Markets Conference, Caltech University, California

Bibliographic Reference:
J. Moody and L. Wu. Statistical Analysis and Forecasting of High Frequency Foreign Exchange Rates. Proceedings of the Neural Networks in the Capital Markets Conference, Caltech University, California, 1994