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Antipersistent Markov behavior in foreign exchange markets

Antipersistent Markov behavior in foreign exchange markets

Roberto Baviera; Michele Pasquini; Maurizio Serva; Davide Vergni; Angelo Vulpiani
  • 作者Roberto Baviera; Michele Pasquini; Maurizio Serva; Davide Vergni; Angelo Vulpiani
  • 卷第312卷
  • 印刷ISSN0378-4371
  • 文件大小141.62KB
  • 发表时间2002
  • DOI10.1016/s0378-4371(02)00968-8
  • 页码565-576
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