Analysis of high-resolution foreign exchange data of USD-JPY for 13 years

Details Analysis of high-resolution foreign exchange data of USD-JPY for 13 years Analysis of high-resolution foreign exchange data of USD-JPY for 13 years

2002-11-08

arxiv.org/abs/cond-mat/0211162v1

Physics

Condensed Matter

Statistical Mechanics

6 pages, 7 figures, submitted to Physica A

Scientific paper

10.1016/S0378-4371(02)01881-2

We analyze high-resolution foreign exchange data consisting of 20 million
data points of USD-JPY for 13 years to report firm statistical laws in
distributions and correlations of exchange rate fluctuations. A conditional
probability density analysis clearly shows the existence of trend-following
movements at time scale of 8-ticks, about 1 minute.

Affiliated with

Also associated with

No associations

Rating

Analysis of high-resolution foreign exchange data of USD-JPY for 13 years does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Analysis of high-resolution foreign exchange data of USD-JPY for 13 years, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Analysis of high-resolution foreign exchange data of USD-JPY for 13 years will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-469845