A Multifractal Model of Asset Returns in the Context of the New Economy Paradigm
Year of publication: |
2012
|
---|---|
Authors: | DEZSI, Diana ; SCARLAT, Emil |
Published in: |
Timisoara Journal of Economics. - Facultatea de Economie şi de Administrare a Afacerilor, ISSN 1842-7340. - Vol. 5.2012, 17, p. 23-32
|
Publisher: |
Facultatea de Economie şi de Administrare a Afacerilor |
Subject: | financial markets | volatility | crisis | multifractal models |
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