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Time-Varying Fractal Analysis of Exchange Rates
(Chaos Theory and Applications, 2023)
The foreign exchange (forex) market is a dynamic and complex financial arena where the exchange rates of various currency pairs fluctuate continuously. Among these currency pairs, EUR/TRY and USD/TRY hold significant ...
Fractal Analysis of S&P 500 Sector Indexes
(Fiscaoeconomia International Journal Social Sciences, 2023)
In this study multifractal properties of S&P 500 sector indexes are investigated with Multifractal Detrended
Fluctuation Analysis (MF-DFA). The MF-DFA is a signal processing technique that is used to describe the
multifractal ...