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Estonian foreign trade on the threshold of joining the EU

✍ Scribed by Janno Reiljan; Anneli Ivanov


Publisher
Springer-Verlag
Year
2000
Tongue
English
Weight
737 KB
Volume
35
Category
Article
ISSN
0020-5346

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Frequency analysis of tick quotes on for
✍ Aki-Hiro Sato πŸ“‚ Article πŸ“… 2006 πŸ› Elsevier Science 🌐 English βš– 316 KB

Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) are analyzed for periods from January 2000 to December 2000. We find some peaks on the power spectrum densities at a few minutes. We develop the double-thresh