Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws - Research Collection

Metadata only

Author

Glattfelder, James B.

Dupuis, A.

Olsen, Richard B.

Date

2011-04

Type

Journal Article

Citations

Cited 31 times in Web of Science

Cited 45 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1080/14697688.2010.481632

Journal / series

Quantitative Finance

Volume

11(4)

Pages / Article No.

599 - 614

Publisher

Taylor & Francis

Subject

Power laws; Foreign exchange markets; Empirical time series analysis; Financial time series

Organisational unit

03682 - Schweitzer, Frank / Schweitzer, Frank

Notes

Received 27 August 2008, In final form 11 March 2010.

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Citations

Cited 31 times in Web of Science

Cited 45 times in Scopus

ETH Bibliography

yes

Altmetrics