Understanding the source of multifractality in financial markets
| Data(s) |
01/09/2012
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Elsevier |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30046094/liu-understandingthe-2012.pdf http://dro.deakin.edu.au/eserv/DU:30046094/liu-understandingthe-evidence-2012.pdf http://dx.doi.org/10.1016/j.physa.2012.03.037 |
| Direitos |
2012, Elsevier |
| Palavras-Chave | #Multifractality #Hurst exponent #financial markets |
| Tipo |
Journal Article |
