Financial earthquakes, aftershocks and scaling in emerging stock markets

Physica A: Statistical Mechanics and its Applications

Volumn 333, Issue 1-4, 2004, Pages 306-316

  Selçuk, Faruk ^a  

^a BILKENT UNIVERSITY   (Turkey)

Author keywords

Emerging markets; Multifractality; Omori's law; Scaling; Stock market; Volatility

Indexed keywords

DATA REDUCTION; EARTHQUAKES; ESTIMATION; FRACTALS; LAWS AND LEGISLATION; TIME SERIES ANALYSIS;

EMERGING MARKETS; MULTIFRACTALITY; STOCK MARKETS; VOLATALITY;

FINANCE;

EID: 18344411112     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2003.10.060     Document Type: Article

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