Negative autocorrelation around large jumps in intra-day foreign exchange data (Q1389584)
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scientific article; zbMATH DE number 1170265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Negative autocorrelation around large jumps in intra-day foreign exchange data |
scientific article; zbMATH DE number 1170265 |
Statements
Negative autocorrelation around large jumps in intra-day foreign exchange data (English)
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30 June 1998
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first-order negative autocorrelation
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large jumps
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intra-day
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0.8553647
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0.83678615
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0.83572704
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0.81458604
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0.79904306
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