@article{eprints1176,
           title = {Scaling in currency exchange},
            year = {1997},
          volume = {245},
           month = {January},
          number = {3?4},
           pages = {423 -- 436},
       publisher = {Elsevier},
         journal = {Physica A: Statistical Mechanics and its Applications},
          author = {Stefano Galluccio and Guido Caldarelli and Matteo Marsili and Yi-Cheng Zhang},
        abstract = {We study the scaling behavior in currency exchange rates. Our results suggest that they satisfy scaling with an exponent close to 0.5, but that it differs qualitatively from that of a simple random walk. Indeed price variations cannot be considered as independent variables and subtle correlations are present. Furthermore, we introduce a novel statistical analysis for economic data which makes the physical properties of a signal more evident and eliminates the systematic effects of time periodicity.},
             url = {http://eprints.imtlucca.it/1176/},
        keywords = {PACS: 02.50.-r; 87.10.+e}
}