Work

Scaling, self-similarity and multifractality in FX markets

Year: 2003

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/s0378-4371(03)00030-x

Authors: Zhaoxia Xu, Ramazan Gençay

Institutions: University of Toronto, UNSW Sydney, Simon Fraser University, University of Windsor

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung, Natural Sciences and Engineering Research Council of Canada, Social Sciences and Humanities Research Council of Canada

OpenAlex ID: W2054340762

FWCI: 12.93

Cites: 17

Cited by: 91

Related to: 10