Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory

Limei Sun, Lina Zhu, Alec Stephenson, Jinyu Wang. Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory. Soft Comput., 22(16):5395-5406, 2018. [doi]

Abstract

Abstract is missing.