Scaling, self-similarity and multifractality in FX markets
type: Item
instance of: scholarly article
title: Scaling, self-similarity and multifractality in FX markets
zbMATH Open document ID: 1072.91604
DOI: 10.1016/S0378-4371(03)00030-X
author: Zhaoxia Xu
author: Ramazan Gençay
published in: Physica A
publication date: 2003-05-21T00:00:00Z
Mathematics Subject Classification ID: 91B60
zbMATH DE Number: 1914359
zbMATH Keywords: US Dollar-Deutschemark returns
zbMATH Keywords: cumulative return distributions
zbMATH Keywords: mean return moment
MaRDI profile type: Publication
cites work: Portfolio Analysis in a Stable Paretian Market
cites work: Q4367302
cites work: From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
cites work: Scaling properties of foreign exchange volatility
cites work: Stochastic volatility as a simple generator of apparent financial power laws and long memory
cites work: Scaling and universality in economics: empirical results and theoretical interpretation
cites work: Q4702173
full work available at URL: s0378-4371(03)00030-x
OpenAlex ID: W3121725745
description: scientific article; zbMATH DE number 1914359