@techreport{calvet:hal-00601871, TITLE = {{Multifractality of US Dollar/Deutsche Mark Exchange Rates}}, AUTHOR = {Calvet, Laurent-Emmanuel and Mandelbrot, Beno{\^i}t B. and Fisher, Adlai J.}, URL = {https://hec.hal.science/hal-00601871}, NOTE = {Cowles Foundation Discussion Paper, n{\textdegree} 1166/1997}, YEAR = {2011}, MONTH = Jun, KEYWORDS = {Multifractal model of asset returns ; multifractal process ; compound stochastic process ; trading time ; time deformation ; scaling laws ; multiscaling ; self-similarity ; self-affinity}, HAL_ID = {hal-00601871}, HAL_VERSION = {v1}, }