Multi-affine analysis of typical currency exchange rates

European Physical Journal B

Volumn 4, Issue 2, 1998, Pages 257-261

  Vandewalle, N ^a   Ausloos, M ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

01.75.+m Science and society; 05.40.+j Fluctuation phenomena, random processes, and Brownian motion

Indexed keywords

BROWNIAN MOVEMENT; CORRELATION METHODS; CURVE FITTING; MATHEMATICAL MODELS; TIME DOMAIN ANALYSIS; TURBULENCE;

FLUCTUATION PHENOMENA; FOREIGN CURRENT EXCHANGE RATES; MULTI-AFFINE ANALYSIS; STATISTICAL PHYSICS;

FINANCE;

EID: 0031631699     PISSN: 14346028     EISSN: None     Source Type: Journal    
DOI: 10.1007/s100510050376     Document Type: Article

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