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...
| Những tác giả chính: | , , , , |
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| Định dạng: | info:eu-repo/semantics/article |
| Ngôn ngữ: | English |
| Được phát hành: |
PHYSICAL REVIEW LETTERS
2017
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| Truy cập trực tuyến: | http://hdl.handle.net/10835/4868 https://doi.org/10.1103/PhysRevLett.118.068301 |