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Home > Econophysics of Stock and other Markets: Proceedings of the Econophys-Kolkata II > Triangular Arbitrage as an Interaction in Foreign Exchange Markets
Econophysics of Stock and other Markets: Proceedings of the Econophys-Kolkata II |
Arnab Chatterjee; Bikas K Chakrabarti
Springer Milan
Econophysics of Stock and other Markets: Proceedings of the Econophys-Kolkata II
Triangular Arbitrage as an Interaction in Foreign Exchange Markets
Authors

Yukihiro Aiba; Naomichi Hatano

ARI Id

1674219715251_2730249

Access

Not Available Free

Pages

133-142

DOI

10.1007/978-88-470-0502-0_13

Chapter URL

https://rd.springer.com/chapter/10.1007/978-88-470-0502-0_13

Table of Contents of Book
Showing 1 to 20 of 32 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
I-XIII
Front Matter
1-1
On Stock-Price Fluctuations in the Periods of Booms and Stagnations
Taisei Kaizoji
3-12
An Outlook on Correlations in Stock Prices
Anirban Chakraborti
13-23
The Power (Law) of Indian Markets: Analysing NSE and BSE Trading Statistics
Sitabhra Sinha; Raj Kumar Pan
24-34
A Random Matrix Approach To Volatility In An Indian Financial Market
V. Kulkarni; N. Deo
35-48
Why do Hurst Exponents of Traded Value Increase as the Logarithm of Company Size?
Zoltán Eisler; János Kertész
49-58
Statistical Distribution of Stock Returns Runs
Honggang Li; Yan Gao
59-66
Fluctuation Dynamics of Exchange Rates on Indian Financial Market
A. Sarkar; P. Barat
67-76
Noise Trading in an Emerging Market: Evidence and Analysis
Debasis Bagchi
77-84
How Random is the Walk: Efficiency of Indian Stock and Futures Markets
Udayan Kumar Basu
85-97
Front Matter
99-99
Models of Financial Market Information Ecology
Damien Challet
101-112
Estimating Phenomenological Parameters in Multi-Assets Markets
Giacomo Raffaelli; Matteo Marsili
113-122
Agents Play Mix-game
Chengling Gou
123-132
Triangular Arbitrage as an Interaction in Foreign Exchange Markets
Yukihiro Aiba; Naomichi Hatano
133-142
Modelling Limit Order Financial Markets
Robin Stinchcombe
143-152
Two Fractal Overlap Time Series and Anticipation of Market Crashes
Bikas K. Chakrabarti; Arnab Chatterjee; Pratip Bhattacharyya
153-158
The Apparent Madness of Crowds: Irrational Collective Behavior Emerging from Interactions among Rational Agents
Sitabhra Sinha
159-162
Agent-Based Modelling with Wavelets and an Evolutionary Artificial Neural Network: Applications to CAC 40 Forecasting
Serge Hayward
163-174
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 32 entries
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