MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (Q4434342)
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scientific article; zbMATH DE number 2001329
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| English | MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS |
scientific article; zbMATH DE number 2001329 |
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MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (English)
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2003
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Time Aggregation
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Irregularly Spaced High-Frequency Data
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Dependent Point Process.
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0.88217646
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0.88027024
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0.8702274
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