Stability of Markovian structure observed in high frequency foreign exchange data (Q1881409)
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scientific article; zbMATH DE number 2106220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of Markovian structure observed in high frequency foreign exchange data |
scientific article; zbMATH DE number 2106220 |
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Stability of Markovian structure observed in high frequency foreign exchange data (English)
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5 October 2004
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Markovian structure
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memory length
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conditional probability
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high frequency data
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finance
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tick data
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foreign exchange rates
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prediction
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