MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS
Year of publication: |
2012
|
---|---|
Authors: | Ioan, Trenca ; Anita, Plesoianu ; Razvan, Capusan |
Published in: |
Annals of Faculty of Economics. - Facultatea de Ştiinţe Economice. - Vol. 1.2012, 1, p. 784-790
|
Publisher: |
Facultatea de Ştiinţe Economice |
Subject: | multifractality | MFDFA | long-range correlations | heavy-tailed distributions | foreign exchange markets |
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