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cond-mat.stat-mech2001★ 23 cited
The mechanism of double exponential growth in hyper-inflation
Takayuki Mizuno, Misako Takayasu, Hideki Takayasu
Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by doubl…
cond-mat2001★ 53 cited
Predictability of Currency Market Exchange
Toru Ohira, Naoya Sazuka, Kouhei Marumo +3
We analyze tick data of yen-dollar exchange with a focus on its up and down movement. We show that there exists a rather particular conditional probability structure with such high…