Stošić, Darko; Stošić, Dusan; Stošić, Tatijana; … - In: Physica A: Statistical Mechanics and its Applications 428 (2015) C, pp. 13-18
independent float regime the changes in multifractal spectrum (position of maximum and width) indicate an increase in market … for managed float regime, while for independent float regime multifractality is in most cases caused by broad probability …