International finance, Lévy distributions, and the econophysics of exchange rates

DOI10.1016/J.CNSNS.2003.12.001zbMath1079.91023OpenAlexW2165701360MaRDI QIDQ1765134

Annibal Figueiredo, Sergio Da Silva, Raul Matsushita, Iram M. Gléria, Pushpa N. Rathie

Publication date: 23 February 2005

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2003.12.001

zbMATH Keywords

Lévy distributionsForeign exchange ratesEconophysics

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Equilibrium statistical mechanics (82B99)

Related Items (6)

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Cites Work

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• The General Theory of Employment, Interest, and Money
• Introduction to Econophysics
• Truncated Lévy walks and an emerging market economic index
• The Kalman-Lévy filter
• Similarities and differences between physics and economics

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