"Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional ..."

Anton Tenyakov, Rogemar S. Mamon, Matt Davison (2016)

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DOI: 10.1016/J.KNOSYS.2016.03.014

access: closed

type: Journal Article

metadata version: 2023-06-26

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Anton Tenyakov, Rogemar S. Mamon, Matt Davison:
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. Knowl. Based Syst. 101: 142-155 (2016)

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