A characteristic time scale in dollar-yen exchange rates
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Publication:1841365
DOI10.1016/S0378-4371(00)00607-5zbMath0972.91070MaRDI QIDQ1841365
Anastasios A. Tsonis, Hideki Takayasu, Kouhei Marumo, Tokiko Shimizu, Fred L. Heller
Publication date: 27 February 2001
Published in: Physica A (Search for Journal in Brave)
60G50: Sums of independent random variables; random walks
91B70: Stochastic models in economics
91B64: Macroeconomic theory (monetary models, models of taxation)
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