John E. Moody, Lizhong Wu. Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange rates. In Proceedings of the IEEE/IAFE 1995 Computational Intelligence for Financial Engineering, CIFEr 1995, New York City, USA, April 9-11, 1995. pages 26-30, IEEE, 1995. [doi]
Abstract is missing.