| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10482027 | Physica A: Statistical Mechanics and its Applications | 2011 | 12 Pages |
Abstract
⺠US Dollar exchange rages perform significant multifractal behavior. ⺠The major source of multifractality are long-range correlations. ⺠Extreme events also can affect the multifractality.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yudong Wang, Chongfeng Wu, Zhiyuan Pan,