A Multifractal Detrended Fluctuation Analysis of the Moroccan Stock Exchange
Year of publication: |
2011
|
---|---|
Authors: | Benbachir, Saâd ; El Alaoui, Marwane |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Multifractality | Generalized Hurst exponent | Rényi exponent | Singularity spectrum |
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