Measuring the complexity of currency markets by fractal dimension analysis
Year of publication: |
2003
|
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Authors: | Soofi, Abdollah S. ; Galka, Andreas |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 6.2003, 6, p. 553-563
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Subject: | Devisenmarkt | Foreign exchange market | Wechselkurs | Exchange rate | US-Dollar | US dollar | Yen | Pfund Sterling | Pound Sterling | USA | United States | Japan | Großbritannien | United Kingdom | Nichtlineare Dynamik | Nonlinear dynamics | Korrelation | Correlation |
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