Understanding the source of multifractality in financial markets
Year of publication: |
2012
|
---|---|
Authors: | Barunik, Jozef ; Aste, Tomaso ; Di Matteo, T. ; Liu, Ruipeng |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 391.2012, 17, p. 4234-4251
|
Publisher: |
Elsevier |
Subject: | Multifractality | Financial markets | Hurst exponent |
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