Introducing false EUR and false EUR exchange rates
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Publication:1581549
DOI10.1016/S0378-4371(00)00328-9zbMath1052.91525OpenAlexW2043974314MaRDI QIDQ1581549
Publication date: 3 October 2000
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-4371(00)00328-9
fractional Brownian motiondetrended fluctuation analysisscaling exponentstatistical analysisinvestment strategyfinancial datafluctuation correlationslong-range power-law correlationscurrency exchange ratesfalse EURfinancial sequenceslocal-\(\alpha\) technique
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