Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
From MaRDI portal
Publication:1873978
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
Related Items
Rapid detection of the switching point in a financial market structure using the particle filter, Generalized heat diffusion equations with variable coefficients and their fractalization from the Black-Scholes equation, The grounds for time dependent market potentials from dealers' dynamics, Random walk or a run. Market microstructure analysis of foreign exchange rate movements based on conditional probability, Empirical distributions of stock returns: between the stretched exponential and the power law?
Cites Work