Role of multifractal sources in the analysis of stock market time series

Physica A: Statistical Mechanics and its Applications

Volumn 355, Issue 2-4, 2005, Pages 475-496

  Turiel, Antonio ^a   Pérez Vicente, Conrad J ^b  

^a INSTITUT DE CIÈNCIES DEL MAR   (Spain)

^b UNIVERSITY OF BARCELONA   (Spain)

Author keywords

Business and financial markets; Economics; Fractals; Structures and organization in complex systems

Indexed keywords

CHAOS THEORY; ECONOMIC AND SOCIAL EFFECTS; ECONOMICS; FORECASTING; FRACTALS; INVENTORY CONTROL; MATRIX ALGEBRA; STATISTICAL METHODS; TIME SERIES ANALYSIS;

BUSINESS AND FINANCIAL MARKETS; MULTISCALING; STOCK MARKETS; STRUCTURES AND ORGANIZATION IN COMPLEX SYSTEMS;

INDUSTRIAL ECONOMICS;

EID: 21744449679     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.04.002     Document Type: Article

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