Triangular arbitrage and negative auto-correlation of foreign exchange rates
Year of publication: |
2003
|
---|---|
Authors: | Aiba, Yukihiro ; Hatano, Naomichi ; Takayasu, Hideki ; Marumo, Kouhei ; Shimizu, Tokiko |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 324.2003, 1, p. 253-257
|
Publisher: |
Elsevier |
Subject: | Econophysics | Stochastic process | Triangular arbitrage | Financial markets | Foreign exchange |
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