Antipersistent Markov behavior in foreign exchange markets (Q1611126)
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scientific article; zbMATH DE number 1785336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Antipersistent Markov behavior in foreign exchange markets |
scientific article; zbMATH DE number 1785336 |
Statements
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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