22 citations · 56 across the 8 of their papers we have counts for
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q-fin.ST2017★ 16 cited
Diffusive and arrested-like dynamics in currency exchange markets
Joaquim Clara-Rahola, Antonio M. Puertas, Miguel Angel Sanchez-Granero +2
This work studies the symmetry between colloidal dynamics and the dynamics of the Euro--US Dollar currency exchange market (EURUSD). We consider the EURUSD price in the time range…
q-fin.ST2016★ 22 cited
A comparison among some Hurst exponent approaches to predict nascent bubbles in company stocks
M. Fernández-Martínez, M. A Sánchez-Granero, María José Muñoz Torrecillas +1
In this paper, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which one performs best to identify the transition fro…