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Periodicities of Foreign Exchange Markets and the Directional Change Power Law.
Iacopo Giampaoli
Wing Lon Ng
Nick Constantinou
Published in:
Intell. Syst. Account. Finance Manag. (2013)
Keyphrases
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power law
foreign exchange
scale free
small world
exchange rate
long range correlations
degree distribution
clustering coefficient
power laws
early warning
learning curves
power law distribution
quantitative analysis