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19982007
most citedComment on "Indispensable Finite Time Correlations for Fokker-Planck Equations from Time Series Data"

92 citations · 343 across the 5 of their papers we have counts for

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Showing 2001 · cond-mat.stat-mechShow all

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cond-mat.stat-mech2001★ 90 cited

Markov properties of high frequency exchange rate data

C. Renner, J. Peinke, R. Friedrich

We present a stochastic analysis of a data set consisiting of 10^6 quotes of the US Doller - German Mark exchange rate. Evidence is given that the price changes x(tau) upon differe…