12 citations · 20 across the 2 of their papers we have counts for
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physics.data-an2006★ 12 cited
Frequency analysis of tick quotes on the foreign exchange market and agent-based modeling: A spectral distance approach
Aki-Hiro Sato
High-frequency financial data of the foreign exchange market (EUR/CHF, EUR/GBP, EUR/JPY, EUR/NOK, EUR/SEK, EUR/USD, NZD/USD, USD/CAD, USD/CHF, USD/JPY, USD/NOK, and USD/SEK) are an…
physics.data-an2005
Characteristic time scales of tick quotes on foreign currency markets: an empirical study and agent-based model
Aki-Hiro Sato
Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods from January 1999 to Decem…
physics.data-an2005
A characteristic time scale of tick quotes on foreign currency markets
Aki-Hiro Sato
This study investigates that a characteristic time scale on an exchange rate market (USD/JPY) is examined for the period of 1998 to 2000. Calculating power spectrum densities for t…