Publication Date:
2012-05-23
Description:
Author(s): Jose C. Nacher and Tomoshiro Ochiai Increasingly accessible financial data allow researchers to infer market-dynamics-based laws and to propose models that are able to reproduce them. In recent years, several stylized facts have been uncovered. Here we perform an extensive analysis of foreign exchange data that leads to the unveiling ... [Phys. Rev. E 85, 056118] Published Tue May 22, 2012
Keywords:
Interdisciplinary physics
Print ISSN:
1539-3755
Electronic ISSN:
1550-2376
Topics:
Physics