most citedComprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

6 citations · 6 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2012★ 6 cited

Comprehensive Analysis of Market Conditions in the Foreign Exchange Market: Fluctuation Scaling and Variance-Covariance Matrix

Aki-Hiro Sato, Takaki Hayashi, Janusz A. Hołyst

We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between th…