Evidence of Markov properties of high frequency exchange rate data (Q5942416): Difference between revisions

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Latest revision as of 19:33, 3 June 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

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    Evidence of Markov properties of high frequency exchange rate data (English)
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    29 August 2001
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    price changes
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    probability density function
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    Fokker-Planch equation
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