Stochastic Modelling of Multifractal Exchange Rates

Author

Yiu Kuen TSE, Singapore Management UniversityFollow
Xibin Zhang
Wai-Sum Chan

Publication Type

Book Chapter

Publication Date

2000

Discipline

Economics

Research Areas

Econometrics

Publication

Soft Computing in Industrial Applications

First Page

355

Last Page

369

ISBN

9781852332938

City or Country

London, UK

Citation

TSE, Yiu Kuen; Zhang, Xibin; and Chan, Wai-Sum. Stochastic Modelling of Multifractal Exchange Rates. (2000). Soft Computing in Industrial Applications. 355-369.
Available at: https://ink.library.smu.edu.sg/soe_research/615

Additional URL

https://worldcat.org/oclc/43417806