Publication Details
Title: What is the True Price? -- State Space Models for High Frequency FX Rates
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1997
PDF: [Not available online]
Bibliographic Information:
Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997.
Bibliographic Reference:
J. Moody and L. Wu. What is the True Price? -- State Space Models for High Frequency FX Rates. Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997., 1997
Author: J. Moody and L. Wu
Group: Algorithms
Date: 1997
PDF: [Not available online]
Bibliographic Information:
Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997.
Bibliographic Reference:
J. Moody and L. Wu. What is the True Price? -- State Space Models for High Frequency FX Rates. Decision Technologies for Financial Engineering, Y. Abu-Mostafa, A. N. Refenes, and A. S. Weigend, eds., World Scientific, London, 1997., 1997