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Volumn 301, Issue 1-4, 2001, Pages 407-428
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Inhomogeneous scaling behaviors in Malaysian foreign currency exchange rates
a a a |
Author keywords
Econophysics; Multifractional Brownian motion; Self similar processes
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Indexed keywords
CORRELATION METHODS;
FRACTALS;
MATHEMATICAL MODELS;
TIME SERIES ANALYSIS;
ECONOPHYSICS;
FINANCIAL DATA PROCESSING;
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EID: 0035575812
PISSN: 03784371
EISSN: None
Source Type: Journal
DOI: 10.1016/S0378-4371(01)00387-9 Document Type: Article |
Times cited : (70)
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References (42)
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