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Dynamics of quote and deal prices in the foreign exchange market
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: Journal of economic interaction and coordination : JEIC 3 (2008) 1, pp. 99-106
Persistent link: https://www.econbiz.de/10003715870
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - 2010
Persistent link: https://www.econbiz.de/10008841895
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Fluctuations in foreign exchange markets
Aiba, Yukihiro; Hatano, Naomichi - In: Econophysics and sociophysics : trends and perspectives, (pp. 219-247). 2006
Persistent link: https://www.econbiz.de/10003388166
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Econophysics of stock and foreign currency exchange markets
Ausloos, Marcel - In: Econophysics and sociophysics : trends and perspectives, (pp. 249-278). 2006
Persistent link: https://www.econbiz.de/10003388168
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On the nonstationarity of the exchange rate process
Ohnishi, Takaaki; Takayasu, Hideki; Itō, Takatoshi; … - In: International review of financial analysis 23 (2012), pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
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Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - 2011
Persistent link: https://www.econbiz.de/10009716088
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Information-theoretic approach to quantifying currency risk
Fiedor, Pawel; Holda, Artur - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 93-109
Persistent link: https://www.econbiz.de/10011537513
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Intraday volatility and scaling in high frequency foreign exchange markets
Seemann, Lars; McCauley, Joseph L.; Gunaratne, Gemunu H. - In: International review of financial analysis 20 (2011) 3, pp. 121-126
Persistent link: https://www.econbiz.de/10009295805
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Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander; Chauveau, Thierry; Shapovalova, … - In: Financial markets and the global recession, (pp. 103-159). 2010
Persistent link: https://www.econbiz.de/10009614252
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Constrained random walk models for euro/Swiss franc exchange rates : theory and empirics
Lera, Sandro Claudio; Sornette, Didier - 2015
We study the performance of the euro/Swiss franc exchange rate in the extraordinary period from September 6, 2011 and January 15, 2015 when the Swiss National Bank enforced a minimum exchange rate of 1.20 Swiss francs per euro. Within the general framework built on geometric Brownian motions...
Persistent link: https://www.econbiz.de/10011411948