Statistical properties of the moving average price in dollar–yen exchange rates
Year of publication: |
2004
|
---|---|
Authors: | Ohnishi, Takaaki ; Mizuno, Takayuki ; Aihara, Kazuyuki ; Takayasu, Misako ; Takayasu, Hideki |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 1, p. 207-210
|
Publisher: |
Elsevier |
Subject: | Foreign exchange | Moving-average | Yule–Walker formula | White noise |
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