A model for foreign exchange markets based on glassy Brownian systems

In this work we extend a well-known model from arrested physical systems, and employ it in order to efficiently depict different currency pairs of foreign exchange market price fluctuation distributions. We consider the exchange rate price in the time range between 2010 and 2016 at yearly time inter...

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Detalles Bibliográficos
Autores principales: Sánchez-Granero, M. A., Trinidad-Segovia, J. E., Clara-Rahola, J., Puertas, A. M., De las Nieves, F. J.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5716550/
https://www.ncbi.nlm.nih.gov/pubmed/29206868
http://dx.doi.org/10.1371/journal.pone.0188814

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5716550/
https://www.ncbi.nlm.nih.gov/pubmed/29206868
http://dx.doi.org/10.1371/journal.pone.0188814

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