Measuring the complexity of currency markets by fractal dimension analysis

International Journal of Theoretical and Applied Finance

Volumn 6, Issue 6, 2003, Pages 553-563

  Soofi, Abdol S ^a   Galka, Andreas ^b,c  

^a UNIVERSITY OF WISCONSIN PLATTEVILLE   (United States)

^b UNIVERSITY OF KIEL   (Germany)

^c INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Complexity; Correlation dimension; Exchange rate; Surrogate data

Indexed keywords

EID: 0142054892     PISSN: 02190249     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219024903001955     Document Type: Article

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