Work

Multifractal analysis of foreign exchange data

Year: 1999

Type: article

Source: Applied Stochastic Models and Data Analysis

DOI: 10.1002/(sici)1099-0747(199903)15:1<29::aid-asm357>3.0.co;2-z

Authors: François Schmitt, Daniel Schertzer, Shaun Lovejoy

Institutions: Royal Meteorological Institute of Belgium, Sorbonne Université, McGill University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2004203017

FWCI: 33.58

Cites: 64

Cited by: 190

Related to: 10