Scaling, Self-Similarity and Multifractality in FX Markets
Year of publication: |
2003
|
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Authors: | Gençay, Ramazan ; Xu, Zhaoxia |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Selbstähnlichkeit | Skalierung | Währungsumrechnung |
Extent: | 683008 bytes 16 p. application/pdf |
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Series: | Working Paper ; No. 41 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C1 - Econometric and Statistical Methods: General ; G00 - Financial Economics. General ; G1 - General Financial Markets ; Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; USA |
Source: | USB Cologne (business full texts) |
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