Stability of Markovian structure observed in high frequency foreign exchange data
type: Item
instance of: scholarly article
title: Stability of Markovian structure observed in high frequency foreign exchange data
zbMATH Open document ID: 1049.62114
author: Mieko Tanaka-Yamawaki
published in: Annals of the Institute of Statistical Mathematics
publication date: 2004-10-05T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 2106220
zbMATH Keywords: Markovian structure
zbMATH Keywords: memory length
zbMATH Keywords: conditional probability
zbMATH Keywords: high frequency data
zbMATH Keywords: finance
zbMATH Keywords: tick data
zbMATH Keywords: foreign exchange rates
zbMATH Keywords: prediction
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2106220