Using Short Time Series of Monofractal Synthetic Fluctuations to Estimate the Foreign Exchange Rate: The Case of the US Dollar and the Chilean Peso (USD–CLP)

Using Short Time Series of Monofractal Synthetic Fluctuations to Estimate the Foreign Exchange Rate: The Case of the US Dollar and the Chilean Peso (USD–CLP)

Short time series are fundamental in the foreign exchange market due to their ability to provide real-time information, allowing traders to react quickly to market movements, thus optimizing profits and mitigating risks. Economic transactions show a strong connection to foreign currencies, making ex...

Täydet tiedot

Bibliografiset tiedot
Päätekijät: Juan L. López, David Morales-Salinas, Daniel Toral-Acosta
Aineistotyyppi: Artikkeli
Kieli:English
Julkaistu: MDPI AG 2024-10-01
Sarja:Economies
Aiheet:
exchange rate
DFA
Hurst exponent
synthetic fluctuation
Runge–Kutta
Linkit:https://www.mdpi.com/2227-7099/12/10/269

Internet

https://www.mdpi.com/2227-7099/12/10/269

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