Statistical Analysis of Tick-by-tick Foreign Exchange Data

TitleStatistical Analysis of Tick-by-tick Foreign Exchange Data
Publication TypeConference Paper
Year of Publication1995
AuthorsMoody, J., & Wu L.
Published inProceedings of the High Frequency Data in Finance Conference
Other Numbers1413
Bibliographic Notes

Proceedings of the High Frequency Data in Finance Conference, Zurich, Switzerland

Abbreviated Authors

J. Moody and L. Wu

ICSI Research Group

Algorithms

ICSI Publication Type

Article in conference proceedings