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The authors present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This paper is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that the exchange rate return fluctuations for all the pairs considered are well described by the nonextensive statistics in terms of q-Gaussians. There exist some small quantitative variations in the nonextensivity q-parameter values for different exchange rates (which depend also on time scales studied) and this can be related to the importance of a given exchange rate in the world's currency trade.
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