Stability of Markovian Structure Observed in High Frequency Foreign Exchange Data
| Year of publication: |
2003
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|---|---|
| Authors: | Tanaka-Yamawaki, Mieko |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 55.2003, 2, p. 437
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