Multifractal detrending moving average analysis on the US Dollar exchange rates

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 20, 2011, Pages 3512-3523

  Wang, Yudong ^a   Wu, Chongfeng ^a   Pan, Zhiyuan ^a  

^a Shanghai Jiao Tong University   (China)

Author keywords

Multifractal detrending moving average; Multifractality; US Dollar exchange rate

Indexed keywords

FRACTALS;

DETRENDING MOVING AVERAGES; EXCHANGE RATES; EXTREME EVENTS; FAT TAILS; LONG RANGE CORRELATIONS; MULTI FRACTALS; MULTIFRACTAL BEHAVIOR; MULTIFRACTALITY;

FINANCE;

EID: 79961032284     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.05.023     Document Type: Article

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