Multifractality of the Istanbul and Moscow Stock Market returns
Mehmet Balcilar
| Year of publication: |
2003
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|---|---|
| Authors: | Balcilar, Mehmet |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 39.2003, 2, p. 5-46
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| Subject: | Multifraktal | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Türkei | Turkey | Russland | Russia | ARMA-Modell | ARMA model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001764478