Dynamics of quote and deal prices in the foreign exchange market
Takaaki Ohnishi (),
Takatoshi Ito (),
Tsutomu Watanabe and
Journal of Economic Interaction and Coordination, 2008, vol. 3, issue 1, 99-106
Keywords: Econophysics; Foreign exchange market; Power-law distribution; Anomalous diffusion; C10; C16; D40; G10 (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3) Track citations by RSS feed
Downloads: (external link)
Access to full text is restricted to subscribers.
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:spr:jeicoo:v:3:y:2008:i:1:p:99-106
Ordering information: This journal article can be ordered from
http://www.springer. ... ry/journal/11403/PS2
Access Statistics for this article
Journal of Economic Interaction and Coordination is currently edited by A. Namatame, Thomas Lux and Shu-Heng Chen
More articles in Journal of Economic Interaction and Coordination from Springer, Society for Economic Science with Heterogeneous Interacting Agents Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().