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Autor principal: M. Ausloos
Formato: Artículo científico
Lenguaje:en
Publicado: Sociedade Brasileira de Física 2004
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Acceso en línea:https://www.redalyc.org/articulo.oa?id=46434228
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author M. Ausloos
author_facet M. Ausloos
contents Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP,MXP) exchange rates with respect to DEM, GBP, JPY and USD M. Ausloos K. Ivanova Física, Astronomía y Matemáticas The classical technical analysis methods of financial time series based on the moving average and momentumis recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespaand Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange ratesbetween Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY ,USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect toDEM, GBP, JPY and USD. They indicate a very complex or speculative behavior. 2004 artículo científico 0103-9733 https://www.redalyc.org/articulo.oa?id=46434228 en http://www.redalyc.org/revista.oa?id=464 Brazilian Journal of Physics application/pdf Sociedade Brasileira de Física Brazilian Journal of Physics (Brasil) Num.2A Vol.34
format Artículo científico
id redalyc_46434228
language en
publishDate 2004
publisher Sociedade Brasileira de Física
spellingShingle Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP,MXP) exchange rates with respect to DEM, GBP, JPY and USD
M. Ausloos
Física, Astronomía y Matemáticas
Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP,MXP) exchange rates with respect to DEM, GBP, JPY and USD M. Ausloos K. Ivanova Física, Astronomía y Matemáticas The classical technical analysis methods of financial time series based on the moving average and momentumis recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespaand Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange ratesbetween Latin American currencies (ARS, CLP, MXP) and other major currencies DEM, GBP, JPY ,USD, and SDRs. We have sorted out correlations and anticorrelations of such exchange rates with respect toDEM, GBP, JPY and USD. They indicate a very complex or speculative behavior. 2004 artículo científico 0103-9733 https://www.redalyc.org/articulo.oa?id=46434228 en http://www.redalyc.org/revista.oa?id=464 Brazilian Journal of Physics application/pdf Sociedade Brasileira de Física Brazilian Journal of Physics (Brasil) Num.2A Vol.34
title Classical technical analysis of Latin American market indices. Correlations in Latin American currencies (ARS, CLP,MXP) exchange rates with respect to DEM, GBP, JPY and USD
topic Física, Astronomía y Matemáticas
url https://www.redalyc.org/articulo.oa?id=46434228