Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

DOI10.1016/J.PHYSLETA.2009.07.047zbMath1233.91109OpenAlexW2110112872MaRDI QIDQ665325

Stephen A. Billings, Hua-Liang Wei

Publication date: 5 March 2012

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/9828/1/Wei1.pdf

zbMATH Keywords

foreign exchange rateswavelet transformcorrelation functionpower law

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Microeconomic theory (price theory and economic markets) (91B24)

Related Items (1)

Long memory and multifractality: a joint test

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