Scaling, self-similarity and multifractality in FX markets

Physica A: Statistical Mechanics and its Applications

Volumn 323, Issue , 2003, Pages 578-590

  Xu, Zhaoxia ^a   Gençay, Ramazan ^b,c  

^a UNIVERSITY OF TORONTO   (Canada)

^b UNIVERSITY OF WINDSOR   (Canada)

^c UNIVERSITY OF GENEVA   (Switzerland)

Author keywords

Foreign exchange markets; High frequency data; Multifractality; Scaling; Self similarity

Indexed keywords

DATA REDUCTION; FUNCTIONS; NONLINEAR SYSTEMS;

MULTIFRACTALITY;

FINANCE;

EID: 0038136706     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(03)00030-X     Document Type: Article

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