Multifractal features of financial markets
Year of publication: |
2004
|
---|---|
Authors: | Kim, Kyungsik ; Yoon, Seong-Min |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 344.2004, 1, p. 272-278
|
Publisher: |
Elsevier |
Subject: | Yen–dollar exchange rate | Won–dollar exchange rate | KOSPI | Hurst exponent | Price–price correlation | R/S analysis |
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