Multifractality in stock indexes: Fact or Fiction?
Year of publication: |
2008
|
---|---|
Authors: | Jiang, Zhi-Qiang ; Zhou, Wei-Xing |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 387.2008, 14, p. 3605-3614
|
Publisher: |
Elsevier |
Subject: | Econophysics | Multifractal analysis | Partition function approach | Bootstrapping | Stock markets |
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