Aspekty metodyczne szacowania wymiaru fraktalnego finansowych szeregów czasowych

Methodical aspects of estimating fractal dimension of financial time series

Rafał Buła

MPRA Paper from University Library of Munich, Germany

Abstract: In the article two methods of estimating fractal dimension of financial time series are compared: variation method and method of area division. Both methods are used to estimate fractal dimension of chosen exchange rates time series.

Keywords: fractal dimension; exchange rates; variation method (search for similar items in EconPapers)
JEL-codes: G12 G17 (search for similar items in EconPapers)
Date: 2012
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Published in Młodzi Naukowcy dla Polskiej Nauki 9.2(2012): pp. 192-200

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:59711

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