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MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS - MaRDI portal

MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (Q4434342)

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scientific article; zbMATH DE number 2001329
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MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS
scientific article; zbMATH DE number 2001329

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    MODELING HIGH-FREQUENCY FOREIGN EXCHANGE DATA DYNAMICS (English)
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    2003
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    Time Aggregation
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    Irregularly Spaced High-Frequency Data
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    Dependent Point Process.
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