Analysis of Stock Markets, Currency Exchanges and Tax Revenues

  • H. Fanchiotti
  • C. A. García Canal
  • H. García Zúñiga
Conference paper


We present an analysis of:
  • Nominal exchange rates between several different currencies and dollar related to different monetary policies.

  • Different financial indexes corresponding to the most important stock markets.

  • Local turnover tax revenue in Argentina.

Our main scope is not only to detect the most efficient and reliable method to looking for the behavior of the power spectrum of the corresponding time series and to detect fractal behaviour by computing the fractal exponent, but also to systematically detect the appearance of simple patterns and to connect them with the possible definition of trustworthy forecast evaluators.


Fractal Dimension Stock Market Monetary Policy Detrended Fluctuation Analysis Nominal Exchange Rate 
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Copyright information

© Springer Japan 2002

Authors and Affiliations

  • H. Fanchiotti
    • 1
  • C. A. García Canal
    • 1
  • H. García Zúñiga
    • 2
  1. 1.Laboratorio de Física Teórica, Departamento de FísicaUniversidad Nacional de La PlataLa PlataArgentina
  2. 2.Facultad de Ciencias EconómicasUniversidad Nacional de La PlataLa PlataArgentina

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