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Multiscaling behavior in transition economies

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  • Litvin, Vladimir A.

Abstract

A comparable statistical analysis for the currency exchange rates of the countries with transition economies has been made. Self-criticality has been demonstrated and studied. Non-linear effect for self-criticality indexes has been demonstrated. All effects are essentially nonlinear and differ from ones in the advanced economies.

Suggested Citation

  • Litvin, Vladimir A., 2004. "Multiscaling behavior in transition economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 178-183.
    • Handle: RePEc:eee:phsmap:v:344:y:2004:i:1:p:178-183
    DOI: 10.1016/j.physa.2004.06.111
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    1. James Verdier & Rebecca Dodge & Lisa Chimento & Joel Menges & Moira Forbes, "undated". "Using Data Strategically in Medicaid Managed Care," Mathematica Policy Research Reports a9627d6381e448088b25fe89d, Mathematica Policy Research.
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    Cited by:

    1. Huang, Alex YiHou & Hu, Wen-Cheng, 2012. "Regime switching dynamics in credit default swaps: Evidence from smooth transition autoregressive model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1497-1508.
    2. Scarlat, E.I. & Stan, Cristina & Cristescu, C.P., 2007. "Self-similar characteristics of the currency exchange rate in an economy in transition," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 379(1), pages 188-198.
    3. Scarlat, E.I. & Stan, Cristina & Cristescu, C.P., 2007. "Chaotic features in Romanian transition economy as reflected onto the currency exchange rate," Chaos, Solitons & Fractals, Elsevier, vol. 33(2), pages 396-404.

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