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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| Wydane w: | Revista de Matemática: Teoría y Aplicaciones |
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| Główni autorzy: | , , |
| Format: | Artigo |
| Język: | Inglês |
| Wydane: |
Universidad de Costa Rica
2012
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| Hasła przedmiotowe: | |
| Dostęp online: | https://www.redalyc.org/articulo.oa?id=45326925005 |
| Etykiety: |
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