We investigate the scaling features of complex motions in systems of two coupled chaotic oscillators by means of the …

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 …

several examples we show that the new method can reliably determine the multifractal scaling behavior of time series. By … comparing the multifractal DFA results for original series with those for shuffled series we can distinguish multifractality due … to long-range correlations from multifractality due to a broad probability density function. We also compare our results …

This paper presents an empirical investigation of scaling and multifractal properties of US Dollar–Deutschemark (USD … exhibit power-law scaling in the tails. To test the multifractal properties of USD–DEM returns, the mean moment of the … different slopes for these powers of absolute returns. The nonlinearity of the scaling exponent indicates that the returns are …

This paper provides evidence for scaling laws in emerging stock markets. Estimated parameters using different … definitions of volatility show that the empirical scaling law in every stock market is a power law. This power law holds from 2 to … 240 business days (almost 1 year). The scaling parameter in these economies changes after a change in the definition of …

The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US … (MF-DFA) is used. Through multifractal analysis, the scaling exponents, generalized Hurst exponents, generalized fractal … dimensions and singularity spectrum are derived. Moreover, contribution of two major sources of multifractality, that is, fat …