scientific article; zbMATH DE number 5631741

MaRDI QIDQ3644465zbMATH OpenFDO

Authors Ni Yang, Chi Xie, Bo Sun, Yuanyuan Zhang, Hui Ding

Publication date 11 November 2009

zbMATH Keywords

exchange ratemultifractalpartition functiontime series analysis

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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