Self-modulation processes and resulting generic \(1/f\) fluctuations

DOI10.1016/S0378-4371(03)00003-7zbMath1072.91573WikidataQ124853149 ScholiaQ124853149MaRDI QIDQ1873941

Misako Takayasu, Hideki Takayasu

Publication date: 21 May 2003

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

zbMATH Keywords

foreign exchange marketnon-stationary Poisson processtransaction intervals

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cites Work

• Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems