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Volumn 332, Issue 1-4, 2004, Pages 448-460

Scaling characteristics in the Taiwan stock market

Author keywords

Box dimension; Multifractal; Multiplicative cascade process; Scale invariance; Stock index

Indexed keywords

CORRELATION METHODS; DATA REDUCTION; FINANCE; FRACTALS; INVARIANCE; PROBABILITY DISTRIBUTIONS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

EID: 0346846408     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.10.023     Document Type: Article
Times cited : (55)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.