Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory.

Limei Sun Lina Zhu Alec Stephenson Jinyu Wang

Published in: Soft Comput. (2018)

Keyphrases

exchange rate
foreign exchange
multi fractal
stock price
financial time series
long run
financial crisis
currency exchange
risk aversion
long term
financial markets
face recognition
pattern recognition
probabilistic model
decision support system