Testing whether the Nikkei225 best bid/ask price path follows the first order discrete Markov chain -- an approach in terms of the total ``\(\rho\)-variation'' (Q2843149)
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scientific article; zbMATH DE number 6197331
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| English | Testing whether the Nikkei225 best bid/ask price path follows the first order discrete Markov chain -- an approach in terms of the total ``\(\rho\)-variation'' |
scientific article; zbMATH DE number 6197331 |
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9 August 2013
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bid/ask price
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Markov random walk
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futures
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total \(\rho\)-variation
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Testing whether the Nikkei225 best bid/ask price path follows the first order discrete Markov chain -- an approach in terms of the total ``\(\rho\)-variation'' (English)
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0.7304708361625671
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0.6845826506614685
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0.6772627830505371
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0.6772131323814392
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