Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5848, Issue , 2005, Pages 17-26

  Uritskaya, Olga Yu ^a  

^a PETER THE GREAT ST PETERSBURG POLYTECHNIC UNIVERSITY   (Russian Federation)

Author keywords

Currency crisis; Fractal analysis; Risk

Indexed keywords

FRACTALS; MARKETING; RISK ASSESSMENT; STATISTICAL METHODS;

CURRENCY CRISIS; FRACTAL ANALYSIS; FRACTAL SCALING; RATE FLUCTUATIONS;

FINANCE;

EID: 28444489686     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.609400     Document Type: Conference Paper

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