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Stochastic properties and predictability of intraday Taiwan exchange rates

International Review of Financial Analysis, 7(3): 207--220, 1998.
Authors: An-Sing Chen and Mark T. Leung
URL: http://www.sciencedirect.com/science/article/B6W4W-3YB4W9R-2/1/fc59a8ee8a5358fcf42ee4202caf802e
Tags: Exchange Foreign
| URL | BibTeX  
@article{Chen1998,
title = {Stochastic properties and predictability of intraday Taiwan exchange rates},
author = {An-Sing Chen and Mark T. Leung},
journal = {International Review of Financial Analysis},
number = {3},
pages = {207--220},
url = {http://www.sciencedirect.com/science/article/B6W4W-3YB4W9R-2/1/fc59a8ee8a5358fcf42ee4202caf802e},
volume = {7},
year = {1998},
keywords = {Exchange Foreign }
}