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  • Key words:Foreign exchange rates, intra-daily, heterogeneous, distribution ¶JEL classification:F31, G15, E44 ¶Mathematics Subject Classification (1991):90-02, 62-07, 62P20  (1)
  • MAN/SYSTEM TECHNOLOGY AND LIFE SUPPORT  (1)
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  • 1
    Electronic Resource
    Electronic Resource
    From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets (1997)
    Springer
    Finance and stochastics 1 (1997), S. 95-129 
    Details
    ISSN: 1432-1122
    Keywords: Key words:Foreign exchange rates, intra-daily, heterogeneous, distribution ¶JEL classification:F31, G15, E44 ¶Mathematics Subject Classification (1991):90-02, 62-07, 62P20
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract. This paper presents stylized facts concerning the spot intra-daily foreign exchange markets. It first describes intra-daily data and proposes a set of definitions for the variables of interest. Empirical regularities of the foreign exchange intra-daily data are then grouped under three major topics: the distribution of price changes, the process of price formation and the heterogeneous structure of the market. The stylized facts surveyed in this paper shed new light on the market structure that appears composed of heterogeneous agents. It also poses several challenges such as the definition of price and of the time-scale, the concepts of risk and efficiency, the modeling of the markets and the learning process.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/s007800050018
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    Paper (German National Licenses)
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  • 2
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    The effect of ultradian and orbital cycles on plant growth (1986)
    In:  CASI
    Details
    Publication Date: 2016-06-07
    Description: In a series of experiments using sugar beets, researchers investigated the effects of varying cycles lengths on growth (0.37 hr to 48 hr). Each cycle was equally divided into a light and dark period so that each treatment regardless of cycle length received the same amount of light over the 17 weeks of the experiment. Two growth parameters were used to evaluate the effects of cycle length, total fresh weight and sucrose content of the storage root. Both parameters showed very similar responses in that under long cycles (12 hr or greater) growth was normal, whereas plants growing under shorter cycle periods were progressively inhibited. Minimum growth occurred at a cycle period of 0.75 hr. The yield at the 0.75 hr cycle, where was at a minimum, for total fresh weight was only 51 percent compared to the 24 hr cycle. The yield of sucrose was even more reduced at 41 percent of the 24 hr cycle.
    Keywords: MAN/SYSTEM TECHNOLOGY AND LIFE SUPPORT
    Type: NASA. Ames Research Center Controlled Ecological Life Support Systems; p 565-575
    Format: application/pdf
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    NASA TECHNICAL REPORTS
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