  Based on the new type of random walk process called the Potentials of
Unbalanced Complex Kinetics (PUCK) model, we theoretically show that the price
diffusion in large scales is amplified 2/(2 + b) times, where b is the
coefficient of quadratic term of the potential. In short time scales the price
diffusion depends on the size M of the super moving average. Both numerical
simulations and real data analysis of Yen-Dollar rates are consistent with
theoretical analysis.
