我要黑暗 发表于 2025-3-21 16:09:01

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Absenteeism 发表于 2025-3-21 20:38:40

,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 发表于 2025-3-22 03:17:38

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 发表于 2025-3-22 05:57:19

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阴谋小团体 发表于 2025-3-22 11:00:43

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inspired 发表于 2025-3-22 13:22:12

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组装 发表于 2025-3-22 20:34:30

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最初 发表于 2025-3-23 00:44:21

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

雄伟 发表于 2025-3-23 04:49:32

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

abject 发表于 2025-3-23 08:15:47

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