{"id":"https://openalex.org/W2788950407","doi":"https://doi.org/10.1007/s00500-018-3079-z","title":"Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory","display_name":"Measuring and forecasting the volatility of USD/CNY exchange rate with multi-fractal theory","publication_year":2018,"publication_date":"2018-02-22","ids":{"openalex":"https://openalex.org/W2788950407","doi":"https://doi.org/10.1007/s00500-018-3079-z","mag":"2788950407"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-018-3079-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-018-3079-z","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101035599","display_name":"Limei Sun","orcid":null},"institutions":[{"id":"https://openalex.org/I151727225","display_name":"Harbin Engineering University","ror":"https://ror.org/03x80pn82","country_code":"CN","type":"education","lineage":["https://openalex.org/I151727225"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Limei Sun","raw_affiliation_strings":["School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China","institution_ids":["https://openalex.org/I151727225"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101317453","display_name":"Zhu Lina","orcid":null},"institutions":[{"id":"https://openalex.org/I151727225","display_name":"Harbin Engineering University","ror":"https://ror.org/03x80pn82","country_code":"CN","type":"education","lineage":["https://openalex.org/I151727225"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Lina Zhu","raw_affiliation_strings":["School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China","institution_ids":["https://openalex.org/I151727225"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023472866","display_name":"Alec Stephenson","orcid":null},"institutions":[{"id":"https://openalex.org/I4210154771","display_name":"CSIRO Manufacturing","ror":"https://ror.org/04sx9wp33","country_code":"AU","type":"facility","lineage":["https://openalex.org/I1292875679","https://openalex.org/I2801453606","https://openalex.org/I4210154771","https://openalex.org/I4387156119"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Alec Stephenson","raw_affiliation_strings":["CSIRO, Clayton, Australia"],"affiliations":[{"raw_affiliation_string":"CSIRO, Clayton, Australia","institution_ids":["https://openalex.org/I4210154771"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101504448","display_name":"Jinyu Wang","orcid":"https://orcid.org/0009-0003-4843-8597"},"institutions":[{"id":"https://openalex.org/I151727225","display_name":"Harbin Engineering University","ror":"https://ror.org/03x80pn82","country_code":"CN","type":"education","lineage":["https://openalex.org/I151727225"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jinyu Wang","raw_affiliation_strings":["School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China"],"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Harbin Engineering University, Harbin, Heilongjiang Province, China","institution_ids":["https://openalex.org/I151727225"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5101035599"],"corresponding_institution_ids":["https://openalex.org/I151727225"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.01810272,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"22","issue":"16","first_page":"5395","last_page":"5406"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10244","display_name":"Chaos control and synchronization","score":0.98580002784729,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9846000075340271,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/exchange-rate","display_name":"Exchange rate","score":0.675751805305481},{"id":"https://openalex.org/keywords/fractal","display_name":"Fractal","score":0.6547015905380249},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.638705849647522},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6064749956130981},{"id":"https://openalex.org/keywords/forward-volatility","display_name":"Forward volatility","score":0.5612878203392029},{"id":"https://openalex.org/keywords/detrended-fluctuation-analysis","display_name":"Detrended fluctuation analysis","score":0.5221393704414368},{"id":"https://openalex.org/keywords/scaling","display_name":"Scaling","score":0.4903714656829834},{"id":"https://openalex.org/keywords/standard-deviation","display_name":"Standard deviation","score":0.4895411431789398},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4781378507614136},{"id":"https://openalex.org/keywords/econophysics","display_name":"Econophysics","score":0.43726328015327454},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.36320939660072327},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.35114723443984985},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"Implied volatility","score":0.2967199385166168},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2801641821861267},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1688152253627777},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.13689938187599182},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.09926575422286987}],"concepts":[{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.675751805305481},{"id":"https://openalex.org/C40636538","wikidata":"https://www.wikidata.org/wiki/Q81392","display_name":"Fractal","level":2,"score":0.6547015905380249},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.638705849647522},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6064749956130981},{"id":"https://openalex.org/C117996083","wikidata":"https://www.wikidata.org/wiki/Q5473296","display_name":"Forward volatility","level":4,"score":0.5612878203392029},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.5221393704414368},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.4903714656829834},{"id":"https://openalex.org/C22679943","wikidata":"https://www.wikidata.org/wiki/Q159375","display_name":"Standard deviation","level":2,"score":0.4895411431789398},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4781378507614136},{"id":"https://openalex.org/C29912722","wikidata":"https://www.wikidata.org/wiki/Q295430","display_name":"Econophysics","level":2,"score":0.43726328015327454},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.36320939660072327},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.35114723443984985},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.2967199385166168},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2801641821861267},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1688152253627777},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.13689938187599182},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09926575422286987},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-018-3079-z","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-018-3079-z","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":45,"referenced_works":["https://openalex.org/W280651087","https://openalex.org/W1515771853","https://openalex.org/W1542918679","https://openalex.org/W1553884547","https://openalex.org/W1840447345","https://openalex.org/W1964446572","https://openalex.org/W1985058574","https://openalex.org/W1998371697","https://openalex.org/W2023788811","https://openalex.org/W2031847775","https://openalex.org/W2046851410","https://openalex.org/W2068827224","https://openalex.org/W2074327359","https://openalex.org/W2078107015","https://openalex.org/W2079855779","https://openalex.org/W2083018773","https://openalex.org/W2089263143","https://openalex.org/W2089798705","https://openalex.org/W2094808838","https://openalex.org/W2103401928","https://openalex.org/W2126312947","https://openalex.org/W2130618320","https://openalex.org/W2134065428","https://openalex.org/W2139718369","https://openalex.org/W2151142678","https://openalex.org/W2154414910","https://openalex.org/W2259513507","https://openalex.org/W2261380381","https://openalex.org/W2275412036","https://openalex.org/W2277302594","https://openalex.org/W2281629295","https://openalex.org/W2308328843","https://openalex.org/W2335424720","https://openalex.org/W2346624561","https://openalex.org/W2488551562","https://openalex.org/W2502934737","https://openalex.org/W2519965065","https://openalex.org/W2545659183","https://openalex.org/W2550656395","https://openalex.org/W2594322740","https://openalex.org/W2597611212","https://openalex.org/W3009645016","https://openalex.org/W3124843425","https://openalex.org/W3153319816","https://openalex.org/W4239423966"],"related_works":["https://openalex.org/W617999921","https://openalex.org/W2773826617","https://openalex.org/W4321505114","https://openalex.org/W4302291304","https://openalex.org/W2135380766","https://openalex.org/W3143931930","https://openalex.org/W978055624","https://openalex.org/W2103484453","https://openalex.org/W2335893649","https://openalex.org/W2938760935"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}