Multifractal Analysis of the Algerian Dinar - US Dollar exchange rate
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References listed on IDEAS
- Onali, Enrico & Goddard, John, 2009. "Unifractality and multifractality in the Italian stock market," International Review of Financial Analysis, Elsevier, vol. 18(4), pages 154-163, September.
- I. A. Agaev & Yu. A. Kuperin, 2004. "Multifractal Analysis and Local Hoelder Exponents Approach to Detecting Stock Markets Crashes," Papers cond-mat/0407603, arXiv.org.
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- DIAF, Sami, 2015. "Multifractal Random Walk Models: Application to the Algerian Dinar exchange rates," MPRA Paper 67619, University Library of Munich, Germany.
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Keywordsmultifractal analysis; Dinar-Dollar exchange rate; Hölder exponents.;
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G0 - Financial Economics - - General
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