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• W1576668214 abstract "We study the statistical physics properties of the rate of exchange of the Brazilian real against the US dollar from both a daily and fifteen-minute perspective. We find several regularities in the form of power laws in the study of returns of the series for increasing time lags. We also evaluate the fitting of the data sets to variants of the Levy-stable distribution. The log-periodicity hypothesis for both frequencies is assessed as well. PACS: 05.40.+j; 02.50.-r" @default.
• W1576668214 created "2016-06-24" @default.
• W1576668214 creator A5001296560 @default.
• W1576668214 date "2005-01-01" @default.
• W1576668214 modified "2023-09-27" @default.
• W1576668214 title "The Econophysics of the Brazilian Real-US Dollar Rate" @default.
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• W1576668214 hasPublicationYear "2005" @default.
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