Multifractal behaviors in foreign exchange markets

Fractals

Volumn 17, Issue 1, 2009, Pages 15-21

  Kim, Soo Yong ^a   Lim, Gyuchang ^a   Chang, Ki Ho ^b   Kim, Kum Lan ^b   Lee, S Y ^b   Park, In Ho ^c   Lee, Dong In ^d   You, Cheol Hwan ^d   Kim, Kyungsik ^d  

^a Korea Advanced Institute of Science and Technology (KAIST)   (South Korea)

^b Meteorological Research Institute   (South Korea)

^c SolarLight Ltd   (South Korea)

^d Pukyong National University   (South Korea)

Author keywords

AUD USD, EUR USD, and JPY USD Exchange Rates; Multifractals; Two Phase Phenomenon; Volatility

Indexed keywords

COMMERCE; COSTS; FRACTALS; TIME SERIES ANALYSIS;

AUD-USD, EUR-USD, AND JPY-USD EXCHANGE RATE; EXCHANGE PRICES; EXCHANGE RATES; MARKET PRICE; MULTI FRACTALS; MULTIFRACTAL ANALYSIS; MULTIFRACTAL BEHAVIOR; TWO PHASE; TWO-PHASE PHENOMENON; VOLATILITY;

FINANCIAL MARKETS;

EID: 65249108276     PISSN: 0218348X     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218348X0900420X     Document Type: Article

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