Evidence of Markov properties of high frequency exchange rate data
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Publication:5942416
DOI10.1016/S0378-4371(01)00269-2zbMath0971.91052arXivcond-mat/0102494MaRDI QIDQ5942416
Joachim Peinke, Ch. Renner, Rudolf Friedrich
Publication date: 29 August 2001
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0102494
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