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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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Are Islamic stock markets efficient? : a multifractal detrended fluctuation analysis
Bouoiyour, Jamal; Selmi, Refk; Wohar, Mark E. - In: Finance research letters 26 (2018), pp. 100-105
Persistent link: https://www.econbiz.de/10012005595
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Multifractal analysis of volatility for detection of herding and bubble : evidence from CNX Nifty HFT
Ghosh, Bikramaditya; Kozarević, Emira - In: Investment management and financial innovations 16 (2019) 3, pp. 182-193
Persistent link: https://www.econbiz.de/10012159372
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Brazilian stock-market efficiency before and after COVID-19 : the roles of fractality and predictability
Maciel, Leandro - In: Global finance journal 58 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014631406
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Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen; Yue, Ding; Wu, Xu; Gao, Wei - In: Computational economics 61 (2023) 2, pp. 487-511
Persistent link: https://www.econbiz.de/10014228448