Characteristic time scales in the American dollar-Mexican peso exchange currency market

DOI10.1016/S0378-4371(02)00600-3zbMath0995.91020OpenAlexW2077029687MaRDI QIDQ1598988

José de Jesús Álvarez-Ramírez

Publication date: 4 June 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-4371(02)00600-3

zbMATH Keywords

Hurst exponentmultifractal analysisdaily fluctuations

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Statistical physics in foreign exchange currency and stock markets
• A characteristic time scale in dollar-yen exchange rates
• Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight
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