Cargando…
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...
| Autores principales: | , , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
|
| Materias: | |
| 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 |