Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
Year of publication: |
2005-03-08
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Authors: | Matteo, T. Di ; Aste, T. ; Dacorogna, Michel M. |
Institutions: | EconWPA |
Subject: | Scaling exponents | Time series analysis | Multi-fractals |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 25. Journal of Banking & Finance 25 pages |
Classification: | C00 - Mathematical and Quantitative Methods. General ; C1 - Econometric and Statistical Methods: General ; G00 - Financial Economics. General ; G1 - General Financial Markets |
Source: |
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