Comprehensive analysis of market conditions in the foreign exchange market : fluctuation scaling and variance-covariance matrix
Aki-Hiro Sato; Takaki Hayashi; Janusz A. Hołyst
| Year of publication: |
2012
|
|---|---|
| Authors: | Sato, Aki-Hiro ; Hayashi, Takaki ; Hołyst, Janusz A. |
| Published in: |
Journal of economic interaction and coordination : JEIC. - Berlin : Springer, ISSN 1860-711X, ZDB-ID 2239073-X. - Vol. 7.2012, 2, p. 167-179
|
| Subject: | Devisenmarkt | Foreign exchange market | Handelsvolumen der Börse | Trading volume | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Welt | World | 2007-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009633342