Exchange Rate Analysis by Nonlinear Time Series Method

A financial data analysis using the time series method has been performed. At the same time a correct interpretation of daily exchange rates fluctuations, for Eur foreign currencies is presented. The fractal dimension evaluation has been performed using the box-counting method, which allows for a rapid analysis of 2D images on two bits (whiteblack). A perfected version of this method has been employed to investigate the temporal evolution of a currency rate, which has oscillations predominantly on the vertical direction.