Dynamical Volatilities for Yen-Dollar Exchange Rates
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- Yoon, Seong-Min & Choi, J.S. & Christopher Lee, C. & Yum, Myung-Kul & Kim, Kyungsik, 2006. "Dynamical volatilities for yen–dollar exchange rates," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 359(C), pages 569-575.
Citations
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Cited by:
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009.
"Detrended fluctuation analysis of intertrade durations,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Detrended fluctuation analysis of intertrade durations," Papers 0806.2444, arXiv.org.
- Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2008.
"Scaling in the distribution of intertrade durations of Chinese stocks,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(23), pages 5818-5825.
- Zhi-Qiang Jiang & Wei Chen & Wei-Xing Zhou, 2008. "Scaling in the distribution of intertrade durations of Chinese stocks," Papers 0804.3431, arXiv.org, revised Apr 2008.
- Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010.
"Scaling and memory in the non-Poisson process of limit order cancelation,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
- Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou, 2009. "Scaling and memory in the non-poisson process of limit order cancelation," Papers 0911.0057, arXiv.org.
- Ruan, Yong-Ping & Zhou, Wei-Xing, 2011.
"Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1646-1654.
- Yong-Ping Ruan & Wei-Xing Zhou, 2010. "Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant," Papers 1008.0160, arXiv.org.
- Wang, Dong-Hua & Yu, Xiao-Wen & Suo, Yuan-Yuan, 2012. "Statistical properties of the yuan exchange rate index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(12), pages 3503-3512.
- Kang, Sang Hoon & Yoon, Seong-Min, 2007. "Long memory properties in return and volatility: Evidence from the Korean stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 385(2), pages 591-600.
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