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

The classical technical analysis methods of financial time series based on the moving average and momentum is recalled. Illustrations use the IBM share price and Latin American (Argentinian MerVal, Brazilian Bovespa and Mexican IPC) market indices. We have also searched for scaling ranges and exponents in exchange rates between Latin American currencies ($ARS$, $CLP$, $MXP$) and other major currencies $DEM$, $GBP$, $JPY$, $USD$, and $SDR$s. We have sorted out correlations and anticorrelations of such exchange rates with respect to $DEM$, $GBP$, $JPY$ and $USD$. They indicate a very complex or speculative behavior.Comment: 21 pages, 14 figures; to be published in Rev. Braz. Phys. on the occasion of D. Stauffer 60th birthda

Are EUR and GBP different words for the same currency ?

The British Pound (GBP) is not part of the Euro (EUR) monetary system. In order to find out arguments on whether GBP should join the EUR or not correlations are calculated between GBP and EUR, including a reconstructed EUR for the time interval from 1993 till June 30, 2000. The distribution of fluctuations of the exchange rates is Gaussian for the central part of the distribution, but has fat tails for the large size fluctuations. Within the Detrended Fluctuation Analysis (DFA) statistical method the power law behaviour describing the root-mean-square deviation of the exchange rate fluctuations is obtained as a function of time for the time interval of interest. The time-dependent exponent evolution of the exchange rate fluctuations is given. Statistical considerations imply that the GBP is already behaving as a true EUR.Comment: 10 pages, 5 figure

Time dependent correlations in marine stratocumulus cloud base height records

The scaling ranges of time correlations in the cloud base height records of marine boundary layer stratocumulus are studied applying the Detrended Fluctuation Analysis statistical method. We have found that time dependent variations in the evolution of the $\alpha$ exponent reflect the diurnal dynamics of cloud base height fluctuations in the marine boundary layer. In general, a more stable structure of the boundary layer corresponds to a lower value of the $\alpha$ - indicator, i.e. larger anti-persistence, thus a set of fluctuations tending to induce a greater stability of the stratocumulus. In contrast, during periods of higher instability in the marine boundary, less anti-persistent (more persistent like) behavior of the system drags it out of equilibrium, corresponding to larger $\alpha$ values. From an analysis of the frequency spectrum, the stratocumulus base height evolution is found to be a non-stationary process with stationary increments. The occurrence of these statistics in cloud base height fluctuations suggests the usefulness of similar studies for the radiation transfer dynamics modeling.Comment: 12 pages, 6 figures; to appear in Int. J. Mod. Phys. C, Vol. 13, No. 2 (2002

Diasporas disentangled: The cultivation of an open/spiral imagination in Tourism Studies

© 2015 Cognizant, LLC. This companion article by Ivanova and Hollinshead seeks to show how "the changing same of the diasporic imaginal" (after Leroi Jones, via Gilroy) often conceivably constitutes "a wicked problem" (after Brown, Harris, and Russell) that is often so complex in its characteristics that hard and fast definitions about it (and solutions for its problematics) are not easy to conjure up. Thus, in order to monitor how ethnic, cultural, and historic codes are switched and hybridized in and through the inconstant identifications of diasporic senses of inheritance and aspiration, this article endeavors to show how transdisciplinary lines of inspection may prove useful. Taken in tandem with the previous article by Hollinshead, the two dovetailed articles thereby comprise no tributary celebration of the purity of ethnic or national culture, but one that indeed demands a high degree of open interpretive imagination if such matters of ambivalence and ambiguity are to be gradually and meaningfully deciphered

Kinkeeping across families:The central role of mothers and stepmothers in the facilitation of adult intergenerational ties

A kinkeeper is the person within the household that is involved in the management of family relationships, a position traditionally fulfilled by women. Due to the increased complexity of family life, which resulted from the rise in divorce and remarriage, the kinkeeper role might nowadays be particularly important but also more ambiguous. First, we examined differences in parental involvement in kinkeeping (buying presents, organizing outings, relaying family news, and discussing problems) along the lines of gender, family structure, and biological relatedness. Second, we explored whether the kinkeeping of parents and their partners is effective in the facilitation of intergenerational closeness with adult children. We used the OKiN survey, which includes information on kinkeeping in N = 746 intact, N = 982 mother-stepfather, and N = 1,010 father-stepmother families. Findings indicated a central facilitative role for mothers and stepmothers. Substantial gaps were found between mothers and fathers, married and divorced parents, and biological and stepparents with respect to the (variety of) kinkeeping in which these parents were involved. Yet, the contrasts of biological relatedness and family structure were also found to be gendered, as these gaps were smaller for mothers than fathers. Finally, an association was found between adult closeness with biological parents and the kinkeeping of the spouse, regardless of the nature of the relationship between the spouse and adult child. This implies that a stepmother can be just as effective as a married biological mother in facilitating the ties between a father and his biological children

Multifractal nature of stock exchange prices

The multifractal structure of the temporal dependence of the Deutsche Aktienindex (DAX) is analyzed. The $q$-th order moments of the structure functions and the singular measures are calculated. The generalized Hurst exponent $H(q)$ and the $h(\gamma(q))$ curve indicate a hierarchy of power law exponents. This approach leads to characterizing the nonstationarity and intermittency pertinent to such financial signals, indicating differences with turbulence data. A list of results on turbulence and financial markets is presented for asserting the analogy.Comment: 6 pages, 3 figures; an invited talk at: Conference on Computational Physics 2001, Sept 5-8, Aachen, German