Multifractality of sectoral price indices: Hurst signature analysis of Cantillon effects in disequilibrium factor markets
Year of publication: |
2014
|
---|---|
Authors: | Mulligan, Robert F. |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 403.2014, C, p. 252-264
|
Publisher: |
Elsevier |
Subject: | Hurst exponent | Multifractal | Monetary injection | Price index | Business cycle |
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