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)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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 |
Statements
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)
0 references
9 August 2013
0 references
bid/ask price
0 references
Markov random walk
0 references
futures
0 references
total \(\rho\)-variation
0 references
