System Upgrade on Tue, May 28th, 2024 at 2am (EDT)

Existing users will be able to log into the site and access content. However, E-commerce and registration of new users may not be available for up to 12 hours.
For online purchase, please visit us again. Contact us at customercare@wspc.com for any enquiries.

Advanced Search

SEARCH GUIDE

Narrow Results

Results: 1 - 1of1

Follow results:

per page:

Sort: Relevance

Context for search term 1Search term 1*

All Dates

LastSelect static range

Custom Range

Select starting monthSelect starting year

Select ending monthSelect ending year

articleNo Access
Sparseness and Roughness of Foreign Exchange Rates
- N. Vandewalle and
- M. Ausloos
International Journal of Modern Physics C01 Jul 1998
Preview Abstract
An accurate multiaffine analysis of 23 foreign currency exchange rates has been performed. The roughness exponent H₁ which characterizes the excursion of the exchange rate has been numerically measured. The degree of intermittency C₁ has been also estimated. In the (H₁,C₁) phase diagram, the currency exchange rates are dispersed in a wide region around the Brownian motion value (H₁=0.5,C₁=0) and have a significantly intermittent component (C₁≠0).

1