Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Year of publication: |
2014
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Authors: | Günay, Samet |
Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 2442104-2. - Vol. 12.2014, 4, p. 371-384
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Subject: | Multifractality | MF-DFA | Generalized Hurst Exponent | Multifractal Spectrum | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Statistische Verteilung | Statistical distribution |
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