Frequency analysis of tick quotes on foreign currency markets and the double-threshold agent model

Physica A: Statistical Mechanics and its Applications

Volumn 369, Issue 2, 2006, Pages 753-764

  Sato, Aki Hiro ^a  

^a KYOTO UNIVERSITY   (Japan)

Author keywords

Double threshold agent model; Foreign currency market; Power spectrum density; Stochastic resonance; Tick quotes

Indexed keywords

CONTROL NONLINEARITIES; DECISION MAKING; INFORMATION ANALYSIS; MATHEMATICAL MODELS; NATURAL FREQUENCIES; NUMERICAL METHODS; STATISTICAL METHODS; TIME VARYING SYSTEMS;

DOUBLE-THRESHOLD AGENT MODEL; FOREIGN CURRENCY MARKETS; POWER SPECTRUM DENSITY; STOCHASTIC RESONANCE; TICK QUOTES;

INDUSTRIAL ECONOMICS;

EID: 33745713263     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.02.009     Document Type: Article

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