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

DOI10.1016/j.physleta.2009.07.047zbMath1233.91109MaRDI 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 rates; wavelet transform; correlation function; power law

Mathematics Subject Classification ID

42C40: Nontrigonometric harmonic analysis involving wavelets and other special systems

91B24: Microeconomic theory (price theory and economic markets)

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