Nonlinearity and efficiency dynamics of foreign exchange markets : evidence from multifractality and volatility of major exchange rates
Chenyu Han, Yiming Wang and Yingying Xu
| Year of publication: |
2020
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|---|---|
| Authors: | Han, Chenyu ; Wang, Yiming ; Xu, Yingying |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 33.2020, 1,1, p. 731-751
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| Subject: | exchange rates | foreign exchange market | market efficiency | MF-DFA | multifractality analysis | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Wechselkurs | Exchange rate | Theorie | Theory | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2020.1734852 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013173575