Real-time trading models and the statistical properties of foreign exchange rates
Year of publication: |
2002
|
---|---|
Authors: | Gençay, Ramazan ; Ballocchi, Giuseppe ; Dacorogna, Michel M. ; Olsen, Richard ; Pictet, Olivier |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 43.2002, 2, p. 463-491
|
Subject: | Wechselkurstheorie | Exchange rate theory | Prognoseverfahren | Forecasting model | Theorie | Theory | Welt | World | Rechnerbetrieb | Computer operations |
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