Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Samet Günay
| Year of publication: |
2014
|
|---|---|
| Authors: | Günay, Samet |
| Published in: |
Journal of business & economics research. - Littleton, Colo., ISSN 1542-4448, ZDB-ID 2442104-2. - Vol. 12.2014, 4, p. 371-384
|
| Subject: | Multifractality | MF-DFA | Generalized Hurst Exponent | Multifractal Spectrum | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010432137