Stavroyiannis, Stavros; Nikolaidis, Vassilis; Makris, … - In: Global Business and Economics Review 13 (2011) 1, pp. 93-103
We examine the high frequency dynamics of euro to Japanese yen foreign currency exchange rates for the period of January 2001 to January 2010, comprising approximately three million data entries. The probability density function is described competently by the Tsallis q-Gaussian statistics,...