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"Price behavior and Hurst exponents of tick-by-tick interbank foreign ..."

John E. Moody, Lizhong Wu (1995)

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DOI: 10.1109/CIFER.1995.495228

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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John E. Moody, Lizhong Wu:
Price behavior and Hurst exponents of tick-by-tick interbank foreign exchange rates. CIFEr 1995: 26-30

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