MARKOV PROPERTIES OF HIGH FREQUENCY EXCHANGE RATE DATA

C. Renner, J. Peinke and R. Friedrich
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C. Renner: Universitaet Oldenburg, D-26111 Oldenburg, Germany
J. Peinke: Universitaet Oldenburg, D-26111 Oldenburg, Germany
R. Friedrich: Institut fuer theoretische Physik, Universitaet Stuttgart, D-70550 Stuttgart, Germany

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 415-416

Abstract: No abstract received.

Date: 2000
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DOI: 10.1142/S0219024900000292

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