Fractal analysis of highly volatile markets: An application to technology equities

Quarterly Review of Economics and Finance

Volumn 44, Issue 1, 2004, Pages 155-179

  Mulligan, Robert F ^a  

^a WESTERN CAROLINA UNIVERSITY   (United States)

Author keywords

Fractal analysis; Hurst exponent; Long memory; Multifractal model of asset returns

Indexed keywords

EID: 0347301621     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(03)00028-0     Document Type: Article

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