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Analysis of Stock Markets, Currency Exchanges and Tax Revenues

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

Abstract

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.

Keywords

Fractal Dimension Stock Market Monetary Policy Detrended Fluctuation Analysis Nominal Exchange Rate 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    Ausloos M (2001) Financial Time Series and Statistical Mechanics. cond-mat/0103068Google Scholar
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    Burrough P A (1981) Nature 294:240ADSCrossRefGoogle Scholar
  3. 3.
    Fanchiotti H et al. (2000) Looking for Simple Patterns in Fluctuations of the International Exchange Market, the Financial Indexes and the Tax Revenue. Application of Physics in Financial Analysis Proceedings, LiegeGoogle Scholar
  4. 4.
    Hu K et al. (2001) Effect of Trends on Detrended Fluctuation Analysis. physics/0103018Google Scholar
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    Peng C K et al. (1994) Physical Review E49:1685ADSGoogle Scholar

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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