Evidence of Markov properties of high frequency exchange rate data (Q5942416)
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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)
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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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