Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method

Wei, H.L. and Billings, S.A. (2009) Power-law behaviour evaluation from foreign exchange market data using a wavelet transform method. Physics Letters A, 373 (37). pp. 3324-3329. ISSN 0375-9601

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Authors/Creators:
  • Wei, H.L.
  • Billings, S.A.
Copyright, Publisher and Additional Information: © 2009 Elsevier. This is an author produced version of a paper subsequently published in Physics Letters A. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Wavelet transform; Correlation function; Foreign exchange rates; Power law
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Engineering (Sheffield) > Department of Automatic Control and Systems Engineering (Sheffield)
Depositing User: Miss Anthea Tucker
Date Deposited: 08 Oct 2009 15:11
Last Modified: 08 Feb 2013 16:59
Published Version: http://dx.doi.org/10.1016/j.physleta.2009.07.047
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: 10.1016/j.physleta.2009.07.047

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