Matches in SemOpenAlex for { <https://semopenalex.org/work/W2077029687> ?p ?o ?g. }
Showing items 1 to 92 of
92
with 100 items per page.
- W2077029687 endingPage "170" @default.
- W2077029687 startingPage "157" @default.
- W2077029687 abstract "Daily fluctuations of the American dollar–Mexican peso exchange currency market are studied using multifractal analysis methods. It is found evidence of multiaffinity of daily fluctuations in the sense that the qth-order (roughness) Hurst exponent Hq varies with changes in q. It is also found that there exist several characteristic time scales ranging from week to year. Accordingly, the market exhibits persistence in the sense that instabilities introduced by market events acting around the characteristic time scales (mainly, quarter and year) would propagate through the future market activity. Some implications of our results on the regulation of the dollar–mexpeso market activity are discussed." @default.
- W2077029687 created "2016-06-24" @default.
- W2077029687 creator A5053746230 @default.
- W2077029687 date "2002-06-01" @default.
- W2077029687 modified "2023-10-18" @default.
- W2077029687 title "Characteristic time scales in the American dollar–Mexican peso exchange currency market" @default.
- W2077029687 cites W1966539827 @default.
- W2077029687 cites W2003305501 @default.
- W2077029687 cites W2038195874 @default.
- W2077029687 cites W2038650530 @default.
- W2077029687 cites W2040675064 @default.
- W2077029687 cites W2048421273 @default.
- W2077029687 cites W2067062227 @default.
- W2077029687 cites W2094202162 @default.
- W2077029687 cites W2094830026 @default.
- W2077029687 cites W2113687945 @default.
- W2077029687 cites W2143216869 @default.
- W2077029687 cites W2149451408 @default.
- W2077029687 cites W2341760625 @default.
- W2077029687 cites W3122602071 @default.
- W2077029687 cites W3125246470 @default.
- W2077029687 cites W4243705210 @default.
- W2077029687 doi "https://doi.org/10.1016/s0378-4371(02)00600-3" @default.
- W2077029687 hasPublicationYear "2002" @default.
- W2077029687 type Work @default.
- W2077029687 sameAs 2077029687 @default.
- W2077029687 citedByCount "9" @default.
- W2077029687 countsByYear W20770296872013 @default.
- W2077029687 countsByYear W20770296872016 @default.
- W2077029687 countsByYear W20770296872018 @default.
- W2077029687 countsByYear W20770296872019 @default.
- W2077029687 crossrefType "journal-article" @default.
- W2077029687 hasAuthorship W2077029687A5053746230 @default.
- W2077029687 hasConcept C10138342 @default.
- W2077029687 hasConcept C105795698 @default.
- W2077029687 hasConcept C109168655 @default.
- W2077029687 hasConcept C133905733 @default.
- W2077029687 hasConcept C134306372 @default.
- W2077029687 hasConcept C141121606 @default.
- W2077029687 hasConcept C149782125 @default.
- W2077029687 hasConcept C162324750 @default.
- W2077029687 hasConcept C166957645 @default.
- W2077029687 hasConcept C182306322 @default.
- W2077029687 hasConcept C205649164 @default.
- W2077029687 hasConcept C2776988154 @default.
- W2077029687 hasConcept C3019931467 @default.
- W2077029687 hasConcept C33923547 @default.
- W2077029687 hasConcept C40636538 @default.
- W2077029687 hasConcept C536366893 @default.
- W2077029687 hasConcept C556758197 @default.
- W2077029687 hasConcept C85079727 @default.
- W2077029687 hasConcept C96835011 @default.
- W2077029687 hasConceptScore W2077029687C10138342 @default.
- W2077029687 hasConceptScore W2077029687C105795698 @default.
- W2077029687 hasConceptScore W2077029687C109168655 @default.
- W2077029687 hasConceptScore W2077029687C133905733 @default.
- W2077029687 hasConceptScore W2077029687C134306372 @default.
- W2077029687 hasConceptScore W2077029687C141121606 @default.
- W2077029687 hasConceptScore W2077029687C149782125 @default.
- W2077029687 hasConceptScore W2077029687C162324750 @default.
- W2077029687 hasConceptScore W2077029687C166957645 @default.
- W2077029687 hasConceptScore W2077029687C182306322 @default.
- W2077029687 hasConceptScore W2077029687C205649164 @default.
- W2077029687 hasConceptScore W2077029687C2776988154 @default.
- W2077029687 hasConceptScore W2077029687C3019931467 @default.
- W2077029687 hasConceptScore W2077029687C33923547 @default.
- W2077029687 hasConceptScore W2077029687C40636538 @default.
- W2077029687 hasConceptScore W2077029687C536366893 @default.
- W2077029687 hasConceptScore W2077029687C556758197 @default.
- W2077029687 hasConceptScore W2077029687C85079727 @default.
- W2077029687 hasConceptScore W2077029687C96835011 @default.
- W2077029687 hasIssue "1-2" @default.
- W2077029687 hasLocation W20770296871 @default.
- W2077029687 hasOpenAccess W2077029687 @default.
- W2077029687 hasPrimaryLocation W20770296871 @default.
- W2077029687 hasRelatedWork W1509374873 @default.
- W2077029687 hasRelatedWork W2041798681 @default.
- W2077029687 hasRelatedWork W2048208342 @default.
- W2077029687 hasRelatedWork W2135617655 @default.
- W2077029687 hasRelatedWork W2801816505 @default.
- W2077029687 hasRelatedWork W3125073960 @default.
- W2077029687 hasRelatedWork W3125939986 @default.
- W2077029687 hasRelatedWork W3209502446 @default.
- W2077029687 hasRelatedWork W4361733570 @default.
- W2077029687 hasRelatedWork W2946247614 @default.
- W2077029687 hasVolume "309" @default.
- W2077029687 isParatext "false" @default.
- W2077029687 isRetracted "false" @default.
- W2077029687 magId "2077029687" @default.
- W2077029687 workType "article" @default.