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Multifractal behaviors in foreign exchange markets. (English) Zbl 1158.91468

MSC:

91B84 Economic time series analysis
37N40 Dynamical systems in optimization and economics
Full Text: DOI

References:

[1] Mantegna R. N., An Introduction to Econophysics (2000)
[2] DOI: 10.1103/PhysRevE.60.5305 · doi:10.1103/PhysRevE.60.5305
[3] Gopikrishnan P. G., Phys. Rev. E 60 pp 6519–
[4] DOI: 10.1016/S0167-2681(97)00088-7 · doi:10.1016/S0167-2681(97)00088-7
[5] DOI: 10.1038/421130a · doi:10.1038/421130a
[6] DOI: 10.1016/j.physa.2008.01.041 · doi:10.1016/j.physa.2008.01.041
[7] DOI: 10.1016/j.physa.2007.07.053 · doi:10.1016/j.physa.2007.07.053
[8] DOI: 10.3938/jkps.52.669 · doi:10.3938/jkps.52.669
[9] DOI: 10.1016/S0378-4371(02)01383-3 · Zbl 1001.62029 · doi:10.1016/S0378-4371(02)01383-3
[10] DOI: 10.1103/PhysRevLett.59.1424 · doi:10.1103/PhysRevLett.59.1424
[11] DOI: 10.1007/978-1-4899-2124-6 · doi:10.1007/978-1-4899-2124-6
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.