A multifractal detrended fluctuation description of Iranian rial-US dollar exchange rate

Physica A: Statistical Mechanics and its Applications

Volumn 367, Issue , 2006, Pages 328-336

  Norouzzadeh, P ^a,b   Rahmani, B ^c  

^a UNIVERSITY OF ANTWERP   (Belgium)

^b Farda Development Foundation   (Iran)

^c SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Financial markets; Multifractality; Rial dollar exchange rate; Scaling

Indexed keywords

CORRELATION METHODS; FRACTALS; PROBABILITY DISTRIBUTIONS; REGIONAL PLANNING; STATISTICAL MECHANICS;

FINANCIAL MARKETS; MULTIFRACTALITY; RIAL-DOLLAR EXCHANGE RATE; SCALING;

INVENTORY CONTROL;

EID: 33646379596     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.11.019     Document Type: Article

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