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Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability

Hashimoto, Yuko; Ito, Takatoshi; Ohnishi, Takaaki; Takayasu, Misako; Takayasu, Hideki; Watanabe, Tsutomu
  • 期刊名称Quantitative Finance
  • 作者Hashimoto, Yuko; Ito, Takatoshi; Ohnishi, Takaaki; Takayasu, Misako; Takayasu, Hideki; Watanabe, Tsutomu
  • 卷第12卷
  • 期第6期
  • 印刷ISSN1469-7688
  • 电子ISSN1469-7696
  • 文件大小456.60KB
  • 发表时间2012-06
  • DOI10.1080/14697681003792237
  • 页码893-905
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