A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
| Autor: | Gradojevic, Nikola, Erdemlioglu, Deniz, Gençay, Ramazan |
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| Zdroj: | In Economic Modelling February 2020 85:57-73 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Gradojevic, Nikola, Erdemlioglu, Deniz, Gençay, Ramazan |
|---|---|
| Zdroj: | In Economic Modelling February 2020 85:57-73 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect