Multi-fractality in foreign currency markets

Marco Corazza; A. G. Malliaris

doi:10.1142/9789812701015_0011

Multi-fractality in foreign currency markets

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Original language	English
Title of host publication	Economic Uncertainty, Instabilities and Asset Bubbles
Subtitle of host publication	Selected Essays
Publisher	World Scientific Publishing Co.
Pages	151-184
Number of pages	34
ISBN (Electronic)	9789812701015
ISBN (Print)	9789812563781
DOIs	https://doi.org/10.1142/9789812701015_0011
State	Published - Jan 1 2005
Externally published	Yes

ASJC Scopus Subject Areas

General Business,Management and Accounting
General Economics,Econometrics and Finance

Keywords

Exponent of hurst
Fractional Brownian motion
Multi-fractal market hypothesis
Pareto-Lévy stable process
R/S analysis

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10.1142/9789812701015_0011

Cite this

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AU - Malliaris, A. G.

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KW - Pareto-Lévy stable process

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BT - Economic Uncertainty, Instabilities and Asset Bubbles

PB - World Scientific Publishing Co.

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Multi-fractality in foreign currency markets

ASJC Scopus Subject Areas

Keywords

Access to Document

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