On the multifractal properties and the local multifractality sensitivity index of euro to Japanese yen foreign currency exchange rates

Author: Stavroyiannis Stavros   Nikolaidis Vassilis   Makris Ilias A.  

Publisher: Inderscience Publishers

ISSN: 1097-4954

Source: Global Business and Economics Review, Vol.13, Iss.1, 2011-03, pp. : 93-103

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Abstract