Diffusive and Arrestedlike Dynamics in Currency Exchange Markets
This work studies the symmetry between colloidal dynamics and the dynamics of the Euro–U.S. dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range between 2001 and 2015, where we find significant qualitative symmetry between fluctuation distributions from this marke...
| Autors principals: | , , , , |
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| Format: | info:eu-repo/semantics/article |
| Idioma: | English |
| Publicat: |
PHYSICAL REVIEW LETTERS
2017
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| Accés en línia: | http://hdl.handle.net/10835/4868 https://doi.org/10.1103/PhysRevLett.118.068301 |