Multifractal analysis of the time series of economic systems
Within the method of the multifractal detrended fluctuation analysis the time series of the currency exchange rate for a period including the world financial crisis is investigated. By the example of the growing demand for currency purchase during the crisis, the connection between time correlations...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sumy State University
2009-01-01
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| Series: | Журнал нано- та електронної фізики |
| Subjects: | |
| Online Access: | http://jnep.sumdu.edu.ua/download/numbers/2009/3/articles/en/jnep_eng_2009_V1_N3_52-57.pdf |
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