Sato, Aki-Hiro; Nishimura, Maiko; Hołyst, Janusz A. - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 14, pp. 2793-2804
We study the scaling behavior of quotation activities for various currency pairs in the foreign exchange market. The … scale Δt>100(min) the common information flow becomes more important. We point out that quotation activities are not …
