Influence of government controls over the currency exchange rate in the evolution of Hurst's exponent: An autonomous agent-based model

Author:

Chávez Muñoz Pablo,Fernandes da Silva Marcus,Vivas Miranda José,Claro Francisco,Gomez Diniz Raimundo

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference17 articles.

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3. Statistical properties of the yuan exchange rate index;Physica A: Statistical Mechanics and its Applications;2012-06

4. The dynamics of exchange rate time series and the chaos game;Physica A: Statistical Mechanics and its Applications;2009-12

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