A Study on Multi-Fractal Features of Chinese Foreign Exchange Market Based on MF-DFA Method

机译：基于MF-DFA方法的中国外汇市场多分形特征研究

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In this article, MF-DFA method is used to analyze the time series of exchange rate of USD / RMB. The result shows that multi-fractal features is existed in Chinese exchange market By further study;the conclusion is drawn that the multi-fractal features are not only caused by long-term correlation and fat tail distribution, but also determined by other factors.

机译：在本文中，MF-DFA方法用于分析美元/人民币汇率的时间序列。结果表明，在我国外汇市场上存在多重分形特征;得出的结论是，多重分形特征不仅是由长期相关性和肥尾分布引起的，而且是由其他因素决定的。

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《IEEE international conference on information management and engineering》|2011年|410-413|共4页
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作者
Keyong Li;
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正文语种
中图分类信息处理（信息加工）;
关键词
MF-DFA method; multi-fractal; generalized Hurst exponent; foreign exchange market;

机译：MF-DFA方法;多重分形;广义Hurst指数;外汇市场;

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A Study on Multi-Fractal Features of Chinese Foreign Exchange Market Based on MF-DFA Method

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