JMF> Vol.1 No.1, May 2011

Royal Melbourne Institute of Technology，Australia
University of Sydney, Australia

 

Copyright © 2011 Heather Mitchell, Michael McKenzie et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

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H. Mitchell and M. McKenzie, "The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data," Journal of Mathematical Finance, Vol. 1 No. 1, 2011, pp. 1-7. doi: 10.4236/jmf.2011.11001.

 

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