Components of multifractality in high-frequency stock returns

Physica A: Statistical Mechanics and its Applications

Volumn 350, Issue 2-4, 2005, Pages 466-474

  Kwapien J ^a   Oswiecimka P ^a   Drozdz, S ^a,b  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

Financial markets; Multifractality

Indexed keywords

DISTRIBUTED PARAMETER NETWORKS; FINANCE; FRACTALS; INDEXING (OF INFORMATION); POLYNOMIAL APPROXIMATION; TURBULENCE;

FINANCIAL MARKETS; MULTIFRACTILITY; NONLINEAR TEMPORAL CORRELATIONS; STOCK RETURNS;

MARKETING;

EID: 14844295806     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.11.019     Document Type: Article

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