Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model
Year of publication: |
2006
|
---|---|
Authors: | Sato, A.-H. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 50.2006, 1, p. 137-140
|
Publisher: |
Springer |
Subject: | 89.65.Gh Economics | econophysics | financial markets | business and management | 87.15.Ya Fluctuations | 02.50.-r Probability theory | stochastic processes | and statistics |
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