Multifractality of Deutschemark/US Dollar Exchange Rates
Year of publication: |
1997-09
|
---|---|
Authors: | Fisher, Adlai ; Calvet, Laurent ; Mandelbrot, Benoit |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Multifractal model of asset returns | multifractal process | compound stochastic process | trading time | time deformation | scaling laws | multiscaling | self-similarity | self-affinity |
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