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Scaling, self-similarity and multifractality in FX markets · Study

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ArticleScaling, self-similarity and multifractality in FX markets

Zhaoxia Xu2003

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Scaling, self-similarity and multifractality in FX markets

Zhaoxia Xu · Ramazan Gençay A

91 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1995Scaling behaviour in the dynamics of an economic index 2001An Introduction to High-Frequency Finance 1999Statistical properties of the volatility of price fluctuations 1997From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets 1990Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis

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Year2003

Typearticle

Published2003-05-01

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations91

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(03)00030-x

openalex_workW2054340762

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