Multifractality of the Istanbul and Moscow stock market returns

Emerging Markets Finance and Trade

Volumn 39, Issue 2, 2003, Pages 5-46

  Balcilar, Mehmet ^a,b  

^a CUKUROVA UNIVERSITY   (Turkey)

^b KYRGYZ TURKISH MANAS UNIVERSITY   (Kyrgyzstan)

Author keywords

Fractal Brownian motion; H lder exponent; Multifractal market hypothesis; Multifractal spectrum; Scaling phenomena; Statistical self similarity; Wavelet transform

Indexed keywords

EID: 2442620288     PISSN: 1540496X     EISSN: None     Source Type: Journal    
DOI: 10.1080/1540496x.2003.11052538     Document Type: Article

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