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Volumn 347, Issue , 2005, Pages 626-638

Multifractality in the stock market: Price increments versus waiting times

Author keywords

Financial markets; Multifractality

Indexed keywords

DATA REDUCTION; FINANCE; INVENTORY CONTROL; MARKETING; MULTICASTING; PROFESSIONAL ASPECTS;

EID: 10644293687     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.08.025     Document Type: Article
Times cited : (161)

References (37)
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  • 10
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    • T. Di Matteo, T. Aste, M.M. Dacorogna, cond-mat/0403681, 2004
    • T. Di Matteo, T. Aste, M.M. Dacorogna, cond-mat/0403681, 2004.
  • 17
    • 13844307924 scopus 로고    scopus 로고
    • The multi-fractal model of asset returns: Its estimation via GMM and its use for volatility forecasting
    • University of Kiel, Working Paper
    • T. Lux, The multi-fractal model of asset returns: its estimation via GMM and its use for volatility forecasting, University of Kiel, Working Paper, 2003.
    • (2003) Working Paper
    • Lux, T.1
  • 18
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    • Detecting multi-fractal properties in asset returns: The failure of the 'scaling estimator'
    • University of Kiel, Working Paper
    • T. Lux, Detecting multi-fractal properties in asset returns: The failure of the 'scaling estimator', University of Kiel, Working Paper, 2003.
    • (2003) Working Paper
    • Lux, T.1
  • 31
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    • Z. Eisler, J. Kertész, cond-mat/0403767, 2004
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.