On some properties of short-wave statistics of FOREX time series
Financial mathematics is one of the most natural applications for the statistical analysis of time series. Financial time series reflect simultaneous activity of a large number of different economic agents. Consequently, one expects that methods of statistical physics and the theory of random proces...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Institute of Computer Science
2017-08-01
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| Series: | Компьютерные исследования и моделирование |
| Subjects: | |
| Online Access: | http://crm.ics.org.ru/uploads/crmissues/crm_2017_4/2017_04_09.pdf |