Forecasting currency crises by fractal analysis techniques |
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Authors: | A K Mansurov |
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Institution: | (1) Massachusetts Institute of Technology, Cambridge, MA, USA |
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Abstract: | New approaches to currency crisis prediction are considered on the basis of the intensity of currency index fluctuations estimated by fractal analysis techniques. The ranges of currency index fluctuations within which the market remains stable have been defined. The experimental validation of results is exemplified by currency crises in developing countries and transition economies. |
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