Evidence of Markov properties of high frequency exchange rate data (Q5942416): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 01:50, 30 January 2024
scientific article; zbMATH DE number 1638750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evidence of Markov properties of high frequency exchange rate data |
scientific article; zbMATH DE number 1638750 |
Statements
Evidence of Markov properties of high frequency exchange rate data (English)
0 references
29 August 2001
0 references
price changes
0 references
probability density function
0 references
Fokker-Planch equation
0 references
