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most citedFrequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach

12 citations · 20 across the 2 of their papers we have counts for

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physics.data-an2006★ 12 cited

Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach

Aki-Hiro Sato

High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are an…