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We consider the currency rates dynamics for 12 currencies, including dollarand euro, with respect to Russian rouble. We prove that the Samuelson model(geometric Brownian motion) is not suitable for this dynamics. We also provethat another model (with inverse Gaussian increments of logarithms) is notappropriate for this situation. We point out the difference in behavior ofdifferent currencies, and the difference in behavior before and during thefinancial crisis which began in 2008.

Statistical Investigation of Increments of Currency Rates Logarithms