Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Aviral Kumar Tiwari, Goodness C. Aye, Rangan Gupta
| Year of publication: |
2019
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Aye, Goodness C. ; Gupta, Rangan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 398-411
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| Subject: | Efficiency | Hurst exponent | Long-term | Multifractal detrended fluctuation analysis | Short-term | Stock market | Aktienmarkt | Zeitreihenanalyse | Time series analysis | Effizienzmarkthypothese | Efficient market hypothesis | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.06.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012388354