مرکز منطقه ای اطلاع رساني علوم و فناوري - Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Title of article :

Long-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development

Author/Authors :

T. Di Matteo، نويسنده , , T. Aste، نويسنده , , Michel M. Dacorogna، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

827

To page :

851

Keywords :

Scaling exponents , Time series analysis , Multi-fractals

Journal title :

Journal of Banking and Finance

Serial Year :

2005

Journal title :

Journal of Banking and Finance

Record number :

193713

Link To Document :