Diffusive and Arrestedlike Dynamics in Currency Exchange Markets

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...

Полное описание

Библиографические подробности
Главные авторы:	Clara-Rahola, J., Puertas López, Antonio M., Sánchez-Granero, M.A, Trinidad Segovia, J.E, Nieves López, Francisco Javier de las
Формат:	info:eu-repo/semantics/article
Язык:	English
Опубликовано:	PHYSICAL REVIEW LETTERS 2017
Online-ссылка:	http://hdl.handle.net/10835/4868 https://doi.org/10.1103/PhysRevLett.118.068301

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