Antipersistent Markov behavior in foreign exchange markets (Q1611126)

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scientific article; zbMATH DE number 1785336
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Antipersistent Markov behavior in foreign exchange markets
scientific article; zbMATH DE number 1785336

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    Antipersistent Markov behavior in foreign exchange markets (English)
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    21 August 2002
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    quantitative efficiency check
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    log-price fluctuations
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    statistical forecast
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