Matsushita, Raul; Gleria, Iram; Figueiredo, Annibal; … - In: Physica A: Statistical Mechanics and its Applications 333 (2004) C, pp. 353-369
We employ our previously suggested exponentially damped Lévy flight (Physica A 326 (2003) 544) to study the multiscaling properties of 30 daily exchange rates against the US dollar together with a fictitious euro-dollar rate (Physica A 286 (2000) 353). Though multiscaling is not theoretically...