Zunino, L.; Tabak, B.M.; Figliola, A.; Pérez, D.G.; … - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 26, pp. 6558-6566
In this paper, the multifractality degree in a collection of developed and emerging stock market indices is evaluated. Empirical results suggest that the multifractality degree can be used as a quantifier to characterize the stage of market development of world stock indices. We develop a model...
