Stability of Markovian structure observed in high frequency foreign exchange data
| Year of publication: |
2003
|
|---|---|
| Authors: | Tanaka-Yamawaki, Mieko |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 2, p. 437-446
|
| Publisher: |
Springer |
| Subject: | Markovian structure | memory length | conditional probability | high frequency data in finance | tick data | foreign exchange rates | prediction |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005184689