In this paper we perform multifractal analyses of "ve daily Foreign Exchange (FX) rates. These techniques are currently used in turbulence to characterize scaling and intermittency. We show the multifractal nature of FX returns, and estimate the three parameters in the universal multifactal framewor
Multifractal Analysis of Choquet Capacities
✍ Scribed by Jacques Lévy Véhel; Robert Vojak
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 368 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0196-8858
No coin nor oath required. For personal study only.
✦ Synopsis
A multifractal analysis is defined for sequences of Choquet capacities with respect to a general class of measures, and some preliminary results are presented concerning the usual spectra. In particular, we show how to construct a sequence of capacities whose Holder spectrum is, under mild conditions, pre -scribed.
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