Muniandy, S.V.; Lim, S.C.; Murugan, R. - In: Physica A: Statistical Mechanics and its Applications 301 (2001) 1, pp. 407-428
In this paper, we investigate the fractal scaling behaviors of foreign currency exchange rates with respect to Malaysian currency, Ringgit Malaysia. These time series are examined piecewise before and after the currency control imposed in 1st September 1998 using the monofractal model based on...