Aspekty metodyczne szacowania wymiaru fraktalnego finansowych szeregów czasowych

In the article two methods of estimating fractal dimension of financial time series are compared: variation method and method of area division. Both methods are used to estimate fractal dimension of chosen exchange rates time series.

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Alternative title:	Methodical aspects of estimating fractal dimension of financial time series
Year of publication:	2012
Authors:	Buła, Rafał
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	fractal dimension \| exchange rates \| variation method

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Młodzi Naukowcy dla Polskiej Nauki 9.2(2012): pp. 192-200
Classification:	G12 - Asset Pricing ; G17 - Financial Forecasting
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011109345