A dynamical structure of high frequency currency exchange market-Reference-Cited by-同舟云学术

A dynamical structure of high frequency currency exchange market

Published:2003-06 Issue:1-2 Volume:324 Page:366-371
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:

Sazuka Naoya,Ohira Toru,Marumo Kouhei,Shimizu Tokiko,Takayasu Misako,Takayasu Hideki

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference5 articles.

1. Predictability of currency market exchange;Ohira;Physica A,2002

2. Stochastic three-state model with delay;Sazuka;Comput. Phys. Commun.,2002

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

4. N. Sazuka, T. Ohira, K. Marumo, T. Shimizu, M. Takayasu, H. Takayasu, to appear in the Proceeding of the Second NIkkei Econophysics Research Workshop and Symposium, Springer-Verlag (2003).

5. Toward a theory of marginally efficient markets;Zhang;Physica A,1999

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