Multifractal detrending moving average analysis on the US Dollar exchange rates
By Yudong Wang, Chongfeng Wu, Zhiyuan Pan. 2011
109 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance, Statistical and Nonlinear Physics
View Paper: https://www.semanticscholar.org/paper/eec64d9ec426ac2dbadba3883a33f097f71e6db1
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In Economics and Econometrics
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In Statistical and Nonlinear Physics
Citations in the corpus
- Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA (2013, background): “that Chinese stock markets with large fluctuations are random [37–39].”
- Multifractal detrended cross-correlations between the Chinese exchange market and stock market (2012, background): “A large number of studies have conducted empirical analyses of the long-range auto-correlations in several financial markets, especially the stock markets [1–5] and foreign exchange markets [6–12].”