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
Keywords :
Multifractal model of asset returns , Hurst exponent , fractal analysis , Long memory
Journal title :
Quarterly Review of Economics and Finance
Journal title :
Quarterly Review of Economics and Finance