dorsal/arxiv
View SchemaA Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate
| Authors | P. Norouzzadeh |
|---|---|
| Categories | |
| ArXiv ID | physics/0502150 |
| URL | https://arxiv.org/abs/physics/0502150 |
| DOI | 10.1016/j.physa.2005.11.019 |
Abstract
The miltifractal properties and scaling behaviour of the exchange rate variations of the Iranian rial against the US dollar from a daily perspective is numerically investigated. For this purpose the multifractal detrended fluctuation analysis (MF-DFA) is used. Through multifractal analysis, the scaling exponents, generalized Hurst exponents, generalized fractal dimensions and singularity spectrum are derived. Moreover, contribution of two major sources of multifractality, that is, fat-tailed probability distributions and nonlinear temporal correlations are studied.
{
"annotation_id": "df18bbe0-8ef9-4c77-9098-0712d26af1c4",
"date_created": "2026-03-02T18:00:56.927000Z",
"date_modified": "2026-03-02T18:00:56.927000Z",
"file_hash": "81f404aec9db7bdc8839ed3f77b12d7dc120c61592205d311e732ab0a5ed8cce",
"private": false,
"record": {
"abstract": "The miltifractal properties and scaling behaviour of the exchange rate\nvariations of the Iranian rial against the US dollar from a daily perspective\nis numerically investigated. For this purpose the multifractal detrended\nfluctuation analysis (MF-DFA) is used. Through multifractal analysis, the\nscaling exponents, generalized Hurst exponents, generalized fractal dimensions\nand singularity spectrum are derived. Moreover, contribution of two major\nsources of multifractality, that is, fat-tailed probability distributions and\nnonlinear temporal correlations are studied.",
"arxiv_id": "physics/0502150",
"authors": [
"P. Norouzzadeh"
],
"categories": [
"physics.data-an",
"q-fin.ST"
],
"doi": "10.1016/j.physa.2005.11.019",
"title": "A Multifractal Detrended Fluctuation Description of Iranian Rial-US Dollar Exchange Rate",
"url": "https://arxiv.org/abs/physics/0502150"
},
"schema_id": "dorsal/arxiv",
"source": {
"execution_id": "b357c244-5da5-4503-83ff-bfc3ab2b7607",
"id": "arXiv Dataset IDs",
"type": "Model",
"variant": "snapshot-2026-03-01",
"version": "0.1.0"
},
"user_id": 1000002
}