Quantitative-Behavioural Modelling of High-Frequency Market Data by Means of Doubly Stochastic Markov Process

  • Michael Hütl (Contributor)
  • Loistl, O. (Contributor)
  • Johannes Prix (Contributor)

    Activity: Talk or presentationScience to science

    Period31 May 20062 Jun 2006
    Event title13th International Conference on Forecasting Financial Markets
    Event typeUnknown
    Degree of RecognitionInternational