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  • Search: subject:"fractal"
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Year of publication
Subject
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fractal dimension 23 Hurst exponent 16 fractal 12 Theorie 11 Theory 11 Efficient market hypothesis 10 Effizienzmarkthypothese 10 fractal analysis 9 fractal market hypothesis 9 Financial market 8 Finanzmarkt 8 efficient market hypothesis 7 Aktienmarkt 6 Börsenkurs 6 Fractal Market Hypothesis 6 Share price 6 Stock market 6 Stochastic process 5 Stochastischer Prozess 5 Time series analysis 5 Volatility 5 Volatilität 5 Zeitreihenanalyse 5 fractal geometry 5 Chaos 4 Fractal 4 Fractal dimension 4 Hurst Exponent 4 Portfolio selection 4 Portfolio-Management 4 Virtual currency 4 Virtuelle Währung 4 chaos 4 fractional Brownian motion 4 long memory 4 long-term memory 4 Capital income 3 Estimation 3 FRACTAL ANALYSIS 3 Fractal Attractors 3
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Online availability
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Free 124 CC license 13
Type of publication
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Article 78 Book / Working Paper 45 Other 1
Type of publication (narrower categories)
All
Article in journal 27 Aufsatz in Zeitschrift 27 Article 10 Working Paper 8 Graue Literatur 6 Non-commercial literature 6 Arbeitspapier 5 Thesis 3 Conference Paper 1 Conference paper 1 Congress Report 1 Hochschulschrift 1 Konferenzbeitrag 1 research-article 1
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Language
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English 60 Undetermined 59 Spanish 3 German 1 Polish 1
Author
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Dominique, C-Rene 4 Günay, Samet 3 Härdle, Wolfgang 3 Kirilyuk, Andrei 3 Kristoufek, Ladislav 3 Vácha, Lukáš 3 Albu, Lucian-Liviu 2 Buła, Rafał 2 Campbell, David F. J. 2 Carayannis, Elias G. 2 Cattani, Gino 2 Czech, Katarzyna 2 Daianu, Daniel 2 Dev, Priya 2 Didenko, Alexander 2 Dooba, Kinda 2 Dorsch, Alex 2 Em, Pavel 2 Ezzat, Heba M. 2 Faccia, Alessio 2 Forouharfar, Amir 2 Hall, Peter 2 Jiang, Chuxuan 2 Karaömer, Yunus 2 Kleinow, Torsten 2 La Torre, Davide 2 Maller, Ross A. 2 Mosteanu, Narcisa Roxana 2 Mouselli, Sulaiman 2 Pietrych, Łukasz 2 Privileggi, Fabio 2 Puls, Sergio Lagunas 2 Rivera-Solis, Luis Eduardo 2 Schmidt, Peter 2 Vosvrda, Miloslav 2 Vošvrda, Miloslav 2 Vošvrda, Miloslav S. 2 Vrscay, Edward R. 2 Winter, Sidney G. 2 Çelik, Ismail 2
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 14 HAL 4 Business School, University of Exeter 1 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Department of Economics, Adam Smith Business School 1 Department of Economics, Boston College 1 European Regional Science Association 1 Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid 1 Finance Discipline Group, Business School 1 Grupo de Estudos Monetários e Financeiros (GEMF), Faculdade de Economia 1 Institut ekonomických studií, Univerzita Karlova v Praze 1 Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel 1 Institutul de Prognoza Economica, Institutul National de Cercetari Economice (INCE) 1 International Institute of Social and Economic Sciences 1 Laboratory of Economics and Management (LEM), Scuola Superiore Sant'Anna 1 Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
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Published in...
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MPRA Paper 14 Бизнес Информ 4 Business Inform 3 Cogent economics & finance 3 International journal of economics and financial issues : IJEFI 3 Applied Econometrics 2 Post-Print / HAL 2 Working Papers / HAL 2 Working papers / Università degli Studi di Milano, Dipartimento di Scienze Economiche, Aziendali e Statistiche 2 Проблемы экономики 2 54th Congress of the European Regional Science Association: "Regional development & globalisation: Best practices", 26-29 August 2014, St. Petersburg, Russia 1 Acta Oeconomica Pragensia 1 Annales Universitatis Apulensis Series Oeconomica 1 Annals of marketing-mba 1 Applied economics letters 1 Asian Agricultural Research 1 Asian Economic and Financial Review 1 Asian Journal of Empirical Research 1 Boston College Working Papers in Economics 1 CORE Discussion Papers 1 Cogent Business & Management 1 Cogent Economics & Finance 1 Cogent business & management 1 Contaduría y Administración 1 Czech Economic Review 1 Decision analytics journal 1 Discussion Papers / Business School, University of Exeter 1 Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 1 Dynamic Econometric Models 1 ERSA conference papers 1 Economía, sociedad y territorio 1 Energies 1 Epidemiologic Methods 1 European Research Studies Journal 1 European research studies 1 FinMaP-Working Paper 1 FinMaP-Working Papers 1 Financial Studies 1 Financial studies 1 Finmap working paper 1
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Source
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RePEc 71 ECONIS (ZBW) 34 EconStor 14 BASE 4 Other ZBW resources 1
Showing 1 - 10 of 124
Cover Image
The anatomy and ontology of organizational power as a fractal metaphor: A philosophical approach
Forouharfar, Amir - In: Cogent Business & Management 7 (2020) 1, pp. 1-26
Fractal metaphor could be introduced to organization studies to elaborate on those organizational concepts that call … metaphorical fractal. Thus, Sierpinski Triangle, a familiar geometrical fractal has been applied in the paper with the purpose to … unfold the fractal characteristics of the power within organizations. Such an approach presumes power characteristics as …
Persistent link: https://www.econbiz.de/10012657089
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Cover Image
The anatomy and ontology of organizational power as a fractal metaphor : a philosophical approach
Forouharfar, Amir - In: Cogent business & management 7 (2020) 1, pp. 1-26
Fractal metaphor could be introduced to organization studies to elaborate on those organizational concepts that call … metaphorical fractal. Thus, Sierpinski Triangle, a familiar geometrical fractal has been applied in the paper with the purpose to … unfold the fractal characteristics of the power within organizations. Such an approach presumes power characteristics as …
Persistent link: https://www.econbiz.de/10012624709
Saved in:
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Fractal portfolio strategies : does scale preference of investors matter?
Kakinaka, Shinji; Hayakawa, Tadaaki; Kato, Daisuke; … - In: Applied economics letters 32 (2025) 3, pp. 415-421
Persistent link: https://www.econbiz.de/10015195560
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Measuring quantity in ecosystem markets and ecosystem accounts
Stoneham, Gary; Beverly, Craig - In: The Australian journal of agricultural and resource … 68 (2024) 4, pp. 769-783
Persistent link: https://www.econbiz.de/10015137936
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Frequency-domain approach to the causal nexus between domestic and international economic policy uncertainties and equity returns of G20 countries
Dumayiri, Moses; Alagidede, Imhotep Paul; Sare, Yakubu Awudu - In: Cogent economics & finance 12 (2024) 1, pp. 1-35
predictions of the fractal market hypothesis. Nonetheless, the stock price leading hypothesis is more dominant regardless of the …
Persistent link: https://www.econbiz.de/10015359130
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Unveiling the factors influencing financial inclusion in India : a comprehensive analysis
Prasuna, C. Asha; Kasturi, Alivelu; Annemalla, Ramesh - In: Cogent economics & finance 12 (2024) 1, pp. 1-35
Financial Inclusion (FI) is one of the most important indicators of inclusive growth of an economy. This paper examines the status of FI in India by constructing a comprehensive financial inclusion index (FII). The data analysis indicates that states such as Goa, Kerala, Tamil Nadu, Maharashtra,...
Persistent link: https://www.econbiz.de/10015359150
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Cryptocurrency market efficiency : does distributed ledger technology matter
Kave, Arman; Owjimehr, Sakine - In: Iranian economic review : journal of University of Tehran 28 (2024) 4, pp. 1396-1424
Persistent link: https://www.econbiz.de/10015403602
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Portfolio Optimization at Damascus Securities Exchange: A Fractal Analysis Approach
Dooba, Kinda; Mouselli, Sulaiman - In: Cogent Economics & Finance 11 (2023) 2, pp. 1-16
This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the … performance of the portfolio. Importantly, even in out-of-sample tests, the three fractal portfolios continue to outperform the … market portfolio. Furthermore, we find that fractal portfolios outperform portfolios formed using the momentum and size …
Persistent link: https://www.econbiz.de/10015074726
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Defining city boundaries through percolation theory : the case of the mexican urban system
Tapia-McClung, Rodrigo; Montejano-Escamilla, Jorge Alberto - In: Economía, sociedad y territorio 23 (2023) 73, pp. 753-778
Persistent link: https://www.econbiz.de/10014436653
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Cover Image
Portfolio optimization at damascus securities exchange : a fractal analysis approach
Dooba, Kinda; Mouselli, Sulaiman - In: Cogent economics & finance 11 (2023) 2, pp. 1-16
This paper adopts the fractal analysis approach, specifically a Hurst exponent index in portfolio optimization at the … performance of the portfolio. Importantly, even in out-of-sample tests, the three fractal portfolios continue to outperform the … market portfolio. Furthermore, we find that fractal portfolios outperform portfolios formed using the momentum and size …
Persistent link: https://www.econbiz.de/10014500978
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