Before revision: Multifractal Detrended Cross-Correlation methodology is applied to the foreign exchange (Forex) market . High frequency fluctuations of exchange rates of eight major world currencies over the period 2010--2018 are used to study cross-correlations.
After revision: Multifractal Detrended Cross-Correlation methodology is applied to the foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over the period 2010--2018 are used to study cross-correlations.