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- W2000618025 abstract "A stochastic nonlinear dynamics model is introduced in terms of observable variables (price and excess demand assumed to be proportional to the number of buyers) to describe a high-frequency foreign exchange market. It is shown how the fundamentalist and chartist patterns of the trader behavior affect the correlation between excess demand and exchange rates." @default.
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- W2000618025 date "1999-09-01" @default.
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- W2000618025 title "Modeling the demand–price relations in a high-frequency foreign exchange market" @default.
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- W2000618025 doi "https://doi.org/10.1016/s0378-4371(99)00269-1" @default.
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