Author of the publication

Antipersistent Markov behavior in foreign exchange markets

, , , , and . Physica A: Statistical Mechanics and its Applications, 312 (3-4): 565--576 (Sep 15, 2002)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Correlations and multi-affinity in high frequency financial datasets, , , , and . Physica A: Statistical Mechanics and its Applications, 300 (3-4): 551--557 (Nov 15, 2001)Markovian approximation in foreign exchange markets, , and . Physica A: Statistical Mechanics and its Applications, 280 (3-4): 566--581 (Jun 1, 2000)Single source TCP behaviour: a multifractal analysis., , and . GLOBECOM, page 323-328. IEEE, (2000)A parametric study of the term structure dynamics, , and . Physica A: Statistical Mechanics and its Applications, 387 (5-6): 1264--1272 (Feb 15, 2008)Cooperative controls for car-like robot coordination., , and . CDC, page 3287-3292. IEEE, (2003)Inverse velocity statistics in two-dimensional turbulence, , , and . Physics of Fluids, 15 (4): 1012-1020 (2003)Antipersistent Markov behavior in foreign exchange markets, , , , and . Physica A: Statistical Mechanics and its Applications, 312 (3-4): 565--576 (Sep 15, 2002)Scenarios for Cost/Risk Analysis in Public Debt Management., , , , and . ERCIM News, (2009)An agent-based multi-level model to study the spread of antimicrobial-resistant gonorrhoea., , , , , and . BIBM, page 803-808. IEEE, (2022)Statistical analysis of fixed income market, , and . Physica A: Statistical Mechanics and its Applications, 308 (1-4): 381--390 (May 15, 2002)