Title of article
Fractal analysis of highly volatile markets: an application to technology equities
Author/Authors
Robert F. Mulligan، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
25
From page
155
To page
179
Keywords
Multifractal model of asset returns , Hurst exponent , fractal analysis , Long memory
Journal title
Quarterly Review of Economics and Finance
Serial Year
2004
Journal title
Quarterly Review of Economics and Finance
Record number
178423
Link To Document