Correlation Analysis of the Currency Market Chaotic Dynamics
Alexander Azerovich Musaev
Abstract
Open-access reader
Alexander Azerovich Musaev
Abstract
Open-access reader
The problem of interrelations between processes of currency quotations change in the electronic market Forex is discussed. Existence of rather stable correlative relationships is regarded as an ordering factor over the chaotic temporary sequences reflecting dynamics of currency quotations. Results of carried out researches can be considered as a functional platform for regression estimates of currency current cost. So, it can be used for effective market indicators creation.
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The problem of interrelations between processes of currency quotations change in the electronic market Forex is discussed. Existence of rather stable correlative relationships is regarded as an ordering factor over the chaotic temporary sequences reflecting dynamics of currency quotations. Results of carried out researches can be considered as a functional platform for regression estimates of currency current cost. So, it can be used for effective market indicators creation.
Key concepts: Currency, Foreign exchange market, Chaotic, Correlative, Econometrics, Economics, Dynamics (music), Financial economics