On the rigid body behavior of foreign exchange markets
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Publication:1598564
DOI10.1016/S0378-4371(02)00594-0zbMATH Open0995.91509OpenAlexW2015730073MaRDI QIDQ1598564FDOQ1598564
Authors: L. Matassini
Publication date: 23 May 2002
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00594-0
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Cites Work
Cited In (4)
- From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
- International finance, Lévy distributions, and the econophysics of exchange rates
- Similarity, Clustering, and Scaling Analyses for the Foreign Exchange Market
- Market-maker, inventory control and foreign exchange dynamics
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