検索結果 2 件
紙デジタル記事
インターネットで読める国立国会図書館全国の図書館
- 要約等The objective of t...... study is to examine the nonlinear characteristics of the Euro exchange rate. Many nonlinear approaches have been applied in the finance field. Multifractal detrended fluctuation analysis (MF-DFA) is one of the popular methodologies......oyed to detect the nonlinear properties of a time series. The MF-DFA analysis is executed by removing the trend of a time series and abstracting its multifractality. This paper examines the features of the entire Euro exchange rate series and the sub-periods during the Global Financial Crisis and European Sovereign Debt Crisis. The overall pattern of the Euro exchang...
- 件名Euro Exchange Rate Nonlinear Time Series Analysis Fractal Multifractal Detrended Fluctuation Analysis
デジタル記事
インターネットで読める全国の図書館
- 目次・記事1. Introduction / 2. Multifractal Detrended Fluctuation Analysis / 3. A brief review of the Euro exchange rate / 4. Empirical analysis / 5. Conclusion / 6. Future research
- 件名Euro Exchange Rate Nonlinear Time Series Analysis Fractal Multifractal Detrended Fluctuation Analysis
検索結果は以上です。