Fractal structure in the Chinese yuan/US dollar rate
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- Annibal Figueiredo & Iram Gleria & Raul Matsushita & Sergio Da Silva, 2004. "On the origins of truncated Lévy flights," Finance 0404013, EconWPA.
- Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Da Silva, Sergio, 2007. "The Chinese chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 378(2), pages 427-442.
- Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
- Matsushita, Raul & Gleria, Iram & Figueiredo, Annibal & Rathie, Pushpa & Da Silva, Sergio, 2004.
"Exponentially damped Lévy flights, multiscaling, and exchange rates,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 333(C), pages 353-369.
- Sergio Da Silva, 2004. "Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates," Finance 0405027, EconWPA.
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