Multiscaling behavior in transition economies

Vladimir A. Litvin

Physica A: Statistical Mechanics and its Applications, 2004, vol. 344, issue 1, 178-183

Abstract: A comparable statistical analysis for the currency exchange rates of the countries with transition economies has been made. Self-criticality has been demonstrated and studied. Non-linear effect for self-criticality indexes has been demonstrated. All effects are essentially nonlinear and differ from ones in the advanced economies.

Keywords: Multiscaling; Self-similarity; Statistical analysis; Transition economies; Currency rates; Comparison (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:344:y:2004:i:1:p:178-183

DOI: 10.1016/j.physa.2004.06.111

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