Day of the Week Effect on the World Exchange Rates through Fractal Analysis
The foreign exchange rate market is one of the most liquid and efficient. In this study, we address the efficient analysis of this market by verifying the day-of-the-week effect with fractal analysis. The presence of fractality was evident in the return series of each day and when analyzing an upwar...
Na minha lista:
| Principais autores: | , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2024-06-01
|
| Colecção: | Fractal and Fractional |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/2504-3110/8/6/340 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|