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Журнал нано- та електронної фізики
Article . 2009
Data sources: DOAJ
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Multifractal analysis of the time series of economic systems

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2009 English Publisher:Sumy State UniversityJournal:Журнал нано- та електронної фізики (issn: 2077-6772, Copyright policy )
Authors: I.А. Shuda; V.N. Borisyuk; A.I. Olemskoi; А.А. Bagdasaryan;

Multifractal analysis of the time series of economic systems

Abstract

Within the method of the multifractal detrended fluctuation analysis the time series of the currency exchange rate for a period including the world financial crisis is investigated. By the example of the growing demand for currency purchase during the crisis, the connection between time correlations in the distribution of the series terms and external factors is found. Crisis influence on the statistical characteristics of the time series is studied.

Keywords

Physics, QC1-999, Time Series, Method Of The Multifractal Detrended Fluctuation Analysis, Multifractal Spectrum

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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