Scaling in currency exchange

Physica A: Statistical Mechanics and its Applications

Volumn 245, Issue 3-4, 1997, Pages 423-436

  Galluccio, S ^a   Caldarelli, G ^b,c   Marsili, M ^a   Zhang, Y C ^a  

^a UNIVERSITY OF FRIBOURG   (Switzerland)

^b SISSA   (Italy)

^c UNIVERSITY OF MANCHESTER   (United Kingdom)

Author keywords

Diffusion processes; Random walks; Scaling theory

Indexed keywords

ECONOMICS; STATISTICAL METHODS;

CURRENCY EXCHANGE; RANDOM WALKS; SCALING THEORY;

FINANCE;

EID: 0031269041     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(97)00316-6     Document Type: Article

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