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"What is the "true price"? state space models for high frequency FX data."

John E. Moody, Lizhong Wu (1997)

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DOI: 10.1109/CIFER.1997.618928

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/MoodyW97
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John E. Moody, Lizhong Wu:
What is the "true price"? state space models for high frequency FX data. CIFEr 1997: 150-156

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