Dynamical volatilities for yen-dollar exchange rates

We study the continuous time random walk theory from financial tick data of the yen-dollar exchange rate transacted at the Japanese financial market. The dynamical behavior of returns and volatilities in this case is particularly treated at the long-time limit. We find that the volatility for prices shows a power-law with anomalous scaling exponents κ=0.92 (1 min) and 0.78 (10 min) and that our behavior occurs in the subdiffusive process. Our result presented will be compared with that of recent numerical calculations.