Publication Details

Title: Term Structure of Interactions of Foreign Exchange Rates
Author: J. Moody and H. Yang
Group: Algorithms
Date: 2000
PDF: [Not available online]

Bibliographic Information:
Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000.

Bibliographic Reference:
J. Moody and H. Yang. Term Structure of Interactions of Foreign Exchange Rates. Computational Finance 1999, edited by Y. S. Abu-Mostafa, B. LeBaron, A. W. Lo, and A. S. Weigend, MIT Press, Cambridge, MA, 2000., 2000