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Statistical properties of the moving average price in dollar–yen exchange rates

  • Published:2004-12 Issue:1-2 Volume:344 Page:207-210
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Ohnishi Takaaki,Mizuno Takayuki,Aihara Kazuyuki,Takayasu Misako,Takayasu Hideki

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference6 articles.

1. An Introduction to Econophysics;Mantegna,2000

2. Fractal properties in economics;Takayasu et al.,2000

3. Transaction interval analysis of high resolution foreign exchange data;Takayasu,2002

4. Econophysics—Toward Scientific Reconstruction of Economy;Takayasu,2001

5. Parameter estimation of a generalized Langevin equation of market price;Lee,2002

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