Dynamics of quote and deal prices in the foreign exchange market
| Year of publication: |
2008
|
|---|---|
| Authors: | Ohnishi, Takaaki ; Takayasu, Hideki ; Ito, Takatoshi ; Hashimoto, Yuko ; Watanabe, Tsutomu ; Takayasu, Misako |
| Published in: |
Journal of Economic Interaction and Coordination. - Springer, ISSN 1860-711X. - Vol. 3.2008, 1, p. 99-106
|
| Publisher: |
Springer |
| Subject: | Econophysics | Foreign exchange market | Power-law distribution | Anomalous diffusion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005759601