Random Walk or a Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements Based on Conditional Probability
Year of publication: |
[2010]
|
---|---|
Authors: | Hashi, Yuko |
Other Persons: | Ito, Takatoshi (contributor) ; Ohnishi, Takaaki (contributor) ; Takayasu, Misako (contributor) ; Takayasu, Hideki (contributor) ; Watanabe, Tsutomu (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Welt | World | Wechselkurs | Exchange rate | Random Walk | Random walk | US-Dollar | US dollar | Yen | Prognoseverfahren | Forecasting model | Euro |
Extent: | 1 Online-Ressource (30 p) |
---|---|
Series: | NBER Working Paper ; No. w14160 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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