Analysis of high-resolution foreign exchange data of USD-JPY for 13 years

DOI10.1016/S0378-4371(02)01881-2zbMath1072.91602arXivcond-mat/0211162MaRDI QIDQ1873978

Takayuki Mizuno, Shoko Kurihara, Misako Takayasu, Hideki Takayasu

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0211162

zbMATH Keywords

statistical laws; conditional probability density analysis; exchange rate fluctuations

Mathematics Subject Classification ID

91B60: Trade models

91B82: Statistical methods; economic indices and measures

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Cites Work

• Predictability of currency market exchange
• The mechanism of double-exponential growth in hyper-inflation
• A characteristic time scale in dollar-yen exchange rates
• Continuum Limit and Renormalization of Market Price Dynamics Based on PUCK Model
• Introduction to Econophysics