Multifractality of the Istanbul and Moscow Stock Market Returns
Year of publication: |
2003
|
---|---|
Authors: | BALCILAR, MEHMET |
Published in: |
Emerging Markets Finance and Trade. - M.E. Sharpe, Inc., ISSN 1540-496X. - Vol. 39.2003, 2, p. 5-46
|
Publisher: |
M.E. Sharpe, Inc. |
Subject: | fractal Brownian motion | Hö | lder exponent | multifractal market hypothesis | multifractal spectrum | scaling phenomena | statistical self-similarity | Wavelet transform |
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