Inverse Statistics in the Foreign Exchange Market

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M. H. Jensen; A. Johansen; F. Petroni; I. Simonsen;
(2004)

We investigate intra-day foreign exchange (FX) time series using the inverse statistic analysis developed in [1,2]. Specifically, we study the time-averaged distributions of waiting times needed to obtain a certain increase (decrease) $\rho$ in the price of an investmen... View more
  • References (11)
    11 references, page 1 of 2

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