Titlebook: Intradaily Exchange Rate Movements; Dominique M. Guillaume Book 2000 Springer Science+Business Media Dordrecht 2000 GARCH.Stochastic model

我要黑暗

書目名稱Intradaily Exchange Rate Movements影響因子(影響力)




書目名稱Intradaily Exchange Rate Movements影響因子(影響力)學(xué)科排名




書目名稱Intradaily Exchange Rate Movements網(wǎng)絡(luò)公開(kāi)度




書目名稱Intradaily Exchange Rate Movements網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書目名稱Intradaily Exchange Rate Movements被引頻次




書目名稱Intradaily Exchange Rate Movements被引頻次學(xué)科排名




書目名稱Intradaily Exchange Rate Movements年度引用




書目名稱Intradaily Exchange Rate Movements年度引用學(xué)科排名




書目名稱Intradaily Exchange Rate Movements讀者反饋




書目名稱Intradaily Exchange Rate Movements讀者反饋學(xué)科排名

Absenteeism

,From the Bird’s Eye to the Microscope: A Survey of New Stylised Facts,analysing intradaily data. Indeed, much information about the FX markets, both quantitative and qualitative, was not used up to now. Daily data which were much used in the 80’s, represent only a very small subset of the information available at intradaily frequencies as they really are only the aver

硬化

Chaos in the Foreign Exchange Markets,d Dechert, 1991; Grandmont, 1992; DeGrauwe and Dewachter, 1993). With only a few degrees of freedom - i.e. a low-dimensional. fractal attractor - such systems can indeed mimic a stochastic behaviour and thus reconcile the classical deterministic view with the apparent unpredictability and randomness

Asparagus

陰謀小團(tuán)體

inspired

組裝

最初

https://doi.org/10.1007/978-1-4615-4621-4GARCH; Stochastic models; calculus; macroeconomics; modeling

雄偉

978-1-4613-7089-5Springer Science+Business Media Dordrecht 2000

abject

Do Technical Trading Rules Generate Profits?,xtrapolation of past price trends, thereby reinforcing them, rational traders could always take a profitable speculative position based on the fundamental value, to which the exchange rate should ultimately return. In the long run, these rational traders would drive the others out of the market.