Application of Langevin Equation in Econometrics to the Interaction between the Exchange Rates of Japan and South Korea

This articles presents and application of statistical physics to economic relationships, based on the fluctuation-dissipation theorem and the anomalous fluctuation therorem, and the Langevin equation. In the framework of time series which follow the Langevin equation, the interaction of two time ser...

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Autor principal:	Obara, Takashi
Formato:	Artículo
Lenguaje:	inglés
Publicado:	2003
Materias:	Langevin Equation Exchange Rate Fluctuation
Acceso en línea:	https://dialnet.unirioja.es/servlet/oaiart?codigo=7471256
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