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A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate

open access: yes
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation analysis (MF-DFA) is
P. Norouzzadeh
core  

Incorporating long-range dependence and fractal features in turbulence spectra. [PDF]

open access: yesSci Rep
Cheng S   +4 more
europepmc   +1 more source

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