Ioan, Trenca; Anita, Plesoianu; Razvan, Capusan - In: Annals of Faculty of Economics 1 (2012) 1, pp. 784-790
multifractality. Moreover, generating shuffled and surrogate time series, we analyze the sources of multifractality, long …. Finally, we propose a foreign exchange market inefficiency ranking by considering the multifractality degree as a measure of …