Time and foreign exchange markets

Physica A: Statistical Mechanics and its Applications

Volumn 353, Issue 1-4, 2005, Pages 403-412

  Berardi, Luca ^a   Serva, Maurizio ^b  

^a UNIVERSITY OF L'AQUILA   (Italy)

^b INFM   (Italy)

Author keywords

Forex markets; High frequency; Lags; Time

Indexed keywords

CORRELATION METHODS; COSTS; DATA REDUCTION; MATHEMATICAL MODELS; PROBABILITY; RANDOM PROCESSES; TIME SERIES ANALYSIS;

FOREX MARKETS; HIGH FREQUENCY; LAGS; TIME;

ECONOMICS;

EID: 18844378908     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.01.049     Document Type: Article

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