Quantitative Analysis of Foreign Exchange Rates
نویسندگان
چکیده
In our class project we have explored foreign exchange data. We analyze daily and hourly returns for the five major currencies, US dollar, Euro, Japanese yen, British pound, and the Swiss franc. The data can be best fitted by a q-Gaussian but we have not been able to model this behavior yet. We start investigating some traits of the distribution, like correlation and time dependence, to open the door for further analysis that hopefully can lead to a better understanding of the FX market in the future.
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