Local regularity analysis of market index for the 2008 economical crisis
There is evidence that signals from financial markets, such as stock indices, interest rates or commodities, have a multifractal nature. In recent years, many efforts have been made to relate the inefficiency of markets with the multifractal characteristics of this corresponding signals. These chara...
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| Pubblicato in: | Revista de Matemática: Teoría y Aplicaciones |
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| Autori principali: | , , |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
Universidad de Costa Rica
2012
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| Soggetti: | |
| Accesso online: | https://www.redalyc.org/articulo.oa?id=45326925005 |
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