Influence of government controls over the currency exchange rate in the evolution of Hurst's exponent: An autonomous agent-based model

Physica A: Statistical Mechanics and its Applications

Volumn 386, Issue 2, 2007, Pages 786-790

  Chávez Muñoz, Pablo ^a   Fernandes da Silva, Marcus ^b   Vivas Miranda, José ^b   Claro, Francisco ^a   Gomez Diniz, Raimundo ^c  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b FEDERAL UNIVERSITY OF BAHIA   (Brazil)

^c BANCO CENTRAL DO BRASIL   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

AUTONOMOUS AGENTS; ECONOMICS; FINANCIAL DATA PROCESSING; FUZZY CLUSTERING; MAPS;

AUTONOMOUS-AGENT; CURRENCY EXCHANGE RATES; EXCHANGE RATES; GOVERNMENT CONTROLS; HURST'S INDEX; INDEX MAPS; SUPPLY AND DEMAND; VIRTUAL MARKETS;

COMPETITION;

EID: 48349092664     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2007.07.009     Document Type: Article

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