Statistical physics in foreign exchange currency and stock markets (Q1577078)
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scientific article; zbMATH DE number 1498080
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical physics in foreign exchange currency and stock markets |
scientific article; zbMATH DE number 1498080 |
Statements
Statistical physics in foreign exchange currency and stock markets (English)
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29 August 2000
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power-law correlations
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economic systems
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financial cycles
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economic policy
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detrended fluctuation analysis
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short horizon predictability
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Zipf method
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short-range correlations
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fluctuations sign
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fluctuations amplitude
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financial analysis
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moving average
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fractional Brownian motion
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financial index oscillations
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