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Search: subject:"Multifractality"
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Multifractality
81
multifractality
19
Volatility
17
Efficient market hypothesis
16
Effizienzmarkthypothese
16
Volatilität
16
Welt
12
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12
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11
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11
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11
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10
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10
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10
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market efficiency
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6
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multi-fractality
6
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5
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5
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5
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5
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4
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4
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21
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106
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32
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8
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80
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44
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Lux, Thomas
7
Gu, Rongbao
5
Aslam, Faheem
4
Lu, Xinsheng
4
Takaishi, Tetsuya
4
Wang, Yudong
4
Zhou, Ying
4
Bickley, Steve J.
3
Brumpton, Martin
3
Bunde, Armin
3
Chan, Ho Fai
3
Chen, Shu-Peng
3
Colthurst, Richard
3
Drożdż, S.
3
El Alaoui, Marwane
3
Ferreira, Paulo
3
Gronwald, Marc
3
He, Ling-Yun
3
Kantelhardt, Jan W.
3
Kwapień, J.
3
Li, Zhihui
3
Oświe¸cimka, P.
3
Sattarhoff, Cristina
3
Tian, Jie
3
Torgler, Benno
3
Ali, Haider
2
Aste, Tomaso
2
Aydin, Zehra Berna
2
Bariviera, Aurelio Fernández
2
Benbachir, Saâd
2
Bershadskii, A.
2
Bogachev, Mikhail I.
2
Di Matteo, T.
2
Ghosh, Dipak
2
Gursakal, Necmi
2
Gursakal, Sevda
2
Khan, Khalid
2
Liu, Li
2
Niu, Hongli
2
Patil, Ashok Chanabasangouda
2
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2
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2
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2
EconWPA
1
Faculty of Business, Auckland University of Technology
1
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1
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Physica A: Statistical Mechanics and its Applications
66
Finance research letters
4
Computational economics
3
Energy economics
3
Research in international business and finance
3
Discussion Paper Serie B
2
International Journal of Sustainable Economy
2
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2
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2
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2
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1
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1
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1
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1
International Journal of Financial Markets and Derivatives
1
International journal of computational economics and econometrics
1
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1
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1
Journal of quantitative economics
1
Kiel Working Paper
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Maritime policy & management
1
Post-communist economies
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Quantitative finance
1
Research paper series / Swiss Finance Institute
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RePEc
81
ECONIS (ZBW)
35
EconStor
7
BASE
1
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124
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1
Scaling laws and statistical properties of the transaction flows and holding times of bitcoin
Sornette, Didier
;
Zhang, Yu
-
2024
Persistent link: https://www.econbiz.de/10014483276
Saved in:
2
Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Aslam, Faheem
;
Ferreira, Paulo
;
Ali, Haider
;
Arifa
; …
- In:
Economies : open access journal
11
(
2023
)
1
,
pp. 1-18
perspective of
multifractality
. Daily stock market prices of five main countries are considered: US, Thailand, Indonesia, Pakistan …
Persistent link: https://www.econbiz.de/10013500735
Saved in:
3
How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of
multifractality
Salis, Eduardo Amorim Vilela de
;
Maciel, Leandro
- In:
Quantitative finance
23
(
2023
)
11
,
pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
Saved in:
4
Time evolution of market efficiency and
multifractality
of the Japanese stock market
Takaishi, Tetsuya
- In:
Journal of Risk and Financial Management
15
(
2022
)
1
,
pp. 1-12
anti-persistence around the year 2000, which still persists. The degree of
multifractality
varies over time and does not …
Persistent link: https://www.econbiz.de/10013201335
Saved in:
5
Time evolution of market efficiency and
multifractality
of the Japanese stock market
Takaishi, Tetsuya
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
1
,
pp. 1-12
anti-persistence around the year 2000, which still persists. The degree of
multifractality
varies over time and does not …
Persistent link: https://www.econbiz.de/10012814029
Saved in:
6
Connectedness between crude oil and US equities : the impact of the COVID-19 pandemic
Maghyereh, Aktham I.
;
Abdoh, Hussein
- In:
Annals of financial economics
17
(
2022
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014234489
Saved in:
7
Is cryptocurrency efficient? : a high-frequency asymmetric
multifractality
analysis
Meng, Kai
;
Khan, Khalid
- In:
Computational economics
63
(
2024
)
6
,
pp. 2225-2246
Persistent link: https://www.econbiz.de/10014636757
Saved in:
8
The footprints of Russia-Ukraine war on the intraday (in)efficiency of energy markets : a multifractal analysis
Aslam, Faheem
;
Slim, Skander
;
Osman, Mohamed
;
Tabche, …
- In:
The journal of risk finance : JRF
24
(
2023
)
1
,
pp. 89-104
Persistent link: https://www.econbiz.de/10014232411
Saved in:
9
The impact of COVID-19 on shipping freights : asymmetric
multifractality
analysis
Li, Yajing
;
Yin, Ming
;
Khan, Khalid
;
Su, Chi-Wei
- In:
Maritime policy & management
50
(
2023
)
7
,
pp. 889-907
Persistent link: https://www.econbiz.de/10014323117
Saved in:
10
Multifractal cross-correlations between green bonds and financial assets
Fernandes, Leonardo H. S.
;
Silva, José W. L.
;
Araujo, …
- In:
Finance research letters
53
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472339
Saved in:
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