Investigating efficiency of frontier stock markets using multifractal detrended fluctuation analysis
Faheem Aslam, Paulo Ferreira and Wahbeeah Mohti
| Year of publication: |
2023
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|---|---|
| Authors: | Aslam, Faheem ; Ferreira, Paulo ; Mohti, Wahbeeah |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 18.2023, 7, p. 1650-1676
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| Subject: | Econophysics | Frontier stock markets | Long-range memory | Multifractal analysis | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis | Ökonophysik | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-11-2020-1348 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014333916