Patterns in high-frequency FX data: discovery of 12 empirical scaling laws
Year of publication: |
2010
|
---|---|
Authors: | Glattfelder, J. B. ; Dupuis, A. ; Olsen, R. B. |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 11.2010, 4, p. 599-614
|
Publisher: |
Taylor & Francis Journals |
Subject: | Power laws | Foreign exchange markets | Empirical time series analysis | Financial time series |
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