Scaling exponents in foreign exchange markets

Journal of the Korean Physical Society

Volumn 51, Issue 1, 2007, Pages 245-248

  Kim, Cheol Hyun ^a   Kim, Soo Yong ^a   Chang, Ki Ho ^b   Kim, Kyungsik ^c  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Meteorological Research Institute   (South Korea)

^c Pukyong National University   (South Korea)

Author keywords

Detrended fluctuation analysis; Exchange rates; Random sequence data; Scaling exponent

Indexed keywords

EID: 34547700426     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: 10.3938/jkps.51.245     Document Type: Article

References (13)

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