Title of article
Analysis of high-resolution foreign exchange data of USD-JPY for 13 years
Author/Authors
Takayuki Mizuno، نويسنده , , Shoko Kurihara، نويسنده , , Misako Takayasu، نويسنده , , Hideki Takayasu، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
7
From page
296
To page
302
Abstract
We analyze high-resolution foreign exchange data consisting of 20 million data points of USD-JPY for 13 years to report firm statistical laws in distributions and correlations of exchange rate fluctuations. A conditional probability density analysis clearly shows the existence of trend-following movements at time scale of 8-ticks, about 1 min.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2003
Journal title
Physica A Statistical Mechanics and its Applications
Record number
868607
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