Publication Details
Title: High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1998
PDF: [Not available online]
Bibliographic Information:
Chapter 2 of Nonlinear Modelling of High Frequency Financial Data, Christian Dunis and Bin Zhou, editors, Wiley Financial Publishing, London, 1998.
Bibliographic Reference:
J. Moody and L. Wu. High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models. Chapter 2 of Nonlinear Modelling of High Frequency Financial Data, Christian Dunis and Bin Zhou, editors, Wiley Financial Publishing, London, 1998., 1998
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1998
PDF: [Not available online]
Bibliographic Information:
Chapter 2 of Nonlinear Modelling of High Frequency Financial Data, Christian Dunis and Bin Zhou, editors, Wiley Financial Publishing, London, 1998.
Bibliographic Reference:
J. Moody and L. Wu. High Frequency Foreign Exchange Rates: Price Behavior Analysis and `True Price' Models. Chapter 2 of Nonlinear Modelling of High Frequency Financial Data, Christian Dunis and Bin Zhou, editors, Wiley Financial Publishing, London, 1998., 1998