Title of article
Fluctuation dynamics of exchange rates on Polish financial market
Author/Authors
B. A. Orlowski، نويسنده , , Z.R. Struzik، نويسنده , , E. Syczewska، نويسنده , , M.A. Za?uska-Kotur، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
6
From page
184
To page
189
Abstract
We show results of local fluctuation analysis, probability distributions, and fractional integration analysis for nominal exchange rates of the Polish zloty versus two foreign currencies (US dollar and German mark/euro). The results confirm the rapid change of the volatility pattern in August 1997. We compare the type of the fluctuation behavior before and after this date.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2004
Journal title
Physica A Statistical Mechanics and its Applications
Record number
869718
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