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Random Walk or A Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
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- WATANABE Tsutomu
- 一橋大学
Bibliographic Information
- Title
- Random Walk or A Run : Market Microstructure Analysis of the Foreign Exchange Rate Movements based on Conditional Probability
- Author
- Tsutomu Watanabe, Y.Hashimoto, T.Ito, T.Ohnishi, M.Takayasu, H.Takayasu
Journal
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- Quantitative Finance (forthcoming, in press)
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Quantitative Finance (forthcoming, in press) 2010
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Details 詳細情報について
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- CRID
- 1010000782458261504
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- Article Type
- journal article
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- Data Source
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- KAKEN