%0 Journal Article %1 journals/kbs/TenyakovMD16 %A Tenyakov, Anton %A Mamon, Rogemar S. %A Davison, Matt %D 2016 %J Knowl. Based Syst. %K dblp %P 142-155 %T Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach. %U http://dblp.uni-trier.de/db/journals/kbs/kbs101.html#TenyakovMD16 %V 101

@article{journals/kbs/TenyakovMD16, added-at = {2023-06-26T00:00:00.000+0200}, author = {Tenyakov, Anton and Mamon, Rogemar S. and Davison, Matt}, biburl = {https://www.bibsonomy.org/bibtex/282bf8919fffd6683fc1fd42956e7d57a/dblp}, ee = {https://doi.org/10.1016/j.knosys.2016.03.014}, interhash = {4636415cc53f8bc37fadbcb453303bac}, intrahash = {82bf8919fffd6683fc1fd42956e7d57a}, journal = {Knowl. Based Syst.}, keywords = {dblp}, pages = {142-155}, timestamp = {2024-04-09T02:45:53.000+0200}, title = {Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach.}, url = {http://dblp.uni-trier.de/db/journals/kbs/kbs101.html#TenyakovMD16}, volume = 101, year = 2016 }