Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets
| Year of publication: |
2004
|
|---|---|
| Authors: | Yu, Hai-Chin ; Huang, Ming-Chang |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 14.2004, 15, p. 1087-1096
|