SPIE Proceedings [SPIE SPIE Third International Symposium on Fluctuations and Noise - Austin, TX (Monday 23 May 2005)] Noise and Fluctuations in Econophysics and Finance - Forecasting of magnitude and duration of currency crises based on the analysis of distortions of fractal scaling in exchange rate fluctuations
Uritskaya, Olga Y., Abbott, Derek, Bouchaud, Jean-Philippe, Gabaix, Xavier, McCauley, Joseph L.Volume:
5848
Year:
2005
Language:
english
DOI:
10.1117/12.609400
File:
PDF, 124 KB
english, 2005