What is the "true price"? state space models for high frequency FX data - researchr publication authors

researchr

You are not signed in
Sign in
Sign up

John E. Moody, Lizhong Wu. What is the "true price"? state space models for high frequency FX data. In Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, CIFEr 1997, New York City, USA, March 24-25, 1997. pages 150-156, IEEE, 1997. [doi]

This author has not been identified. Look up 'John E. Moody' in GoogleThis author has not been identified. Look up 'Lizhong Wu' in Google

runs on WebDSL