Analysis of Stock Markets, Currency Exchanges and Tax Revenues
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.
KeywordsFractal Dimension Stock Market Monetary Policy Detrended Fluctuation Analysis Nominal Exchange Rate
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