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Dynamics of quote and deal prices in the foreign exchange market

Takaaki Ohnishi (), Hideki Takayasu, Takatoshi Ito (), Yuko Hashimoto, Tsutomu Watanabe and Misako Takayasu

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)
Date: 2008
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DOI: 10.1007/s11403-008-0033-7

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Journal of Economic Interaction and Coordination is currently edited by A. Namatame, Thomas Lux and Shu-Heng Chen

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