Multifractal analysis of the dollar-yuan and euro-yuan exchange rates before and after the reform of the peg

Author: Schmitt Francois   Ma Li   Angounou Thierry  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.11, Iss.4, 2011-04, pp. : 505-513

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Abstract