| Reference Type | Journal (article/letter/editorial) |
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| Title | Evidence of Markov properties of high frequency exchange rate data |
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| Journal | Physica A: Statistical Mechanics and its Applications |
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| Authors | Renner, Ch. | Author |
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| Peinke, J. | Author |
| Friedrich, R. | Author |
| Year | 2001 (September) | Volume | 298 |
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| Issue | 3 |
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| Publisher | Elsevier BV |
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| DOI | doi:10.1016/s0378-4371(01)00269-2Search in ResearchGate |
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| Generate Citation Formats |
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| Mindat Ref. ID | 10463597 | Long-form Identifier | mindat:1:5:10463597:3 |
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| GUID | 0 |
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| Full Reference | Renner, Ch., Peinke, J., Friedrich, R. (2001) Evidence of Markov properties of high frequency exchange rate data. Physica A: Statistical Mechanics and its Applications, 298 (3). 499-520 doi:10.1016/s0378-4371(01)00269-2 |
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| Plain Text | Renner, Ch., Peinke, J., Friedrich, R. (2001) Evidence of Markov properties of high frequency exchange rate data. Physica A: Statistical Mechanics and its Applications, 298 (3). 499-520 doi:10.1016/s0378-4371(01)00269-2 |
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| In | (2001, September) Physica A: Statistical Mechanics and its Applications Vol. 298 (3) Elsevier BV |
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