The multifractal structure of high frequency foreign exchange rate fluctuations
by Antonis Demos and Christos Vassilicos
| Year of publication: |
1994
|
|---|---|
| Authors: | Dēmos, Antōnēs A. ; Vassilicos, J. C. |
| Publisher: |
London |
| Subject: | Wechselkurs | Exchange rate | Volatilität | Volatility | Theorie | Theory |
| Extent: | 16 S. graph. Darst. |
|---|---|
| Series: | Discussion paper series / LSE Financial Markets Group. - London, ISSN 0956-8549, ZDB-ID 2202548-0. - Vol. 195 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000895905