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Transaction interval analysis of high resolution foreign exchange data
Takayasu, Misako; Takayasu, Hideki; Okazaki, Mitsuhiro P. - In: Empirical science of financial fluctuations : the …, (pp. 18-25). 2002
Persistent link: https://www.econbiz.de/10001679216
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Market price simulator based on analog electrical circuit
Sato, Aki-hiro; Takayasu, Hideki - In: Empirical science of financial fluctuations : the …, (pp. 214-221). 2002
Persistent link: https://www.econbiz.de/10001679489
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010
Persistent link: https://www.econbiz.de/10008841895
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Random walk or a run : market microstructure analysis of the foreign exchange rate movements based on conditional probability
Hashimoto, Yūko; Itō, Takatoshi; Ohnishi, Takaaki; … - 2008
Persistent link: https://www.econbiz.de/10003740453
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Dynamics of quote and deal prices in the foreign exchange market
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 99-106
Persistent link: https://www.econbiz.de/10003715870
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Random Walk or A Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
Hashimoto, Yuko - 2008
Using tick-by-tick data of the dollar-yen and euro-dollar exchange rates recorded in the actual transaction platform, a "run" -- continuous increases or decreases in deal prices for the past several ticks -- does have some predictable information on the direction of the next price movement. Deal...
Persistent link: https://www.econbiz.de/10012464487
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Random Walk or a Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability
Hashi, Yuko - 2010
Using tick-by-tick data of the dollar-yen and euro-dollar exchange rates recorded in the actual transaction platform, a quot;runquot; -- continuous increases or decreases in deal prices for the past several ticks -- does have some predictable information on the direction of the next price...
Persistent link: https://www.econbiz.de/10012758602