Multifractal Analysis of the Time Series of Economic Systems
| Authors | A.I. Olemskoi1,2 , V.N. Borisyuk1, I.А. Shuda1 , А.А. Bagdasaryan1 |
| Affiliations | 1 Sumy State University, 2, Rimsky-Korsakov Str., 40007, Sumy, Ukraine 2 Institute of Applied Physics of NAS of Ukraine, 58, Petropavlovskaya Str., 40030, Sumy, Ukraine |
| Е-mail | alex@ufn.ru |
| Issue | Volume 1, Year 2009, Number 3 |
| Dates | Received 27.11.2009 in final form 15.12.2009 |
| Citation | A.I. Olemskoi, V.N. Borisyuk, I.А. Shuda, А.А. Bagdasaryan, J. Nano- Electron. Phys. 1 No3, 52 (2009) |
| DOI | |
| PACS Number(s) | 05.45.Df, 05.45.Tp |
| Keywords | Time series, Method of the multifractal detrended fluctuation analysis, Multifractal spectrum. |
| Annotation |
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. |
|
List of References |
Other articles from this number
1) Analysis of the Effectiveness of Power Equations in the Description of Electron-Wave Processes in the Amplifier Model Based on the Smith-Purcell Effect [006-012]2) Magnetoresistive Properties of Multilayer Film Systems Based on Cu/Fe and Fe/Cr [013-019]
3) Tensoresistive Properties of Heterogeneous Film Materials Based on Refractory Metals [020-024]
4) Electrophysical and Structural Properties of n-ZnS/P-CdTe Heterojunctions [025-036]
5) Investigation of Davydov Splitting in the ir Spectra of Crystalline Dicarboxylic Acids [037-042]
6) Physical Processes in Anisotropic Thermoelement and Their Features [043-051]
7) Method for Measurement of the Nanocluster Form Within Atomistic Computer Simulation [0-0]
8) The Account of Backlash's Influence Between the Sample and Coaxial Resonator Measuring Converter in Microwave Aquametry [0-0]
9) Structure and Electroconductivity of the Nanocrystalline CoNi Thin Film Alloys [058-064]
