Investigating multifractality of stock market fluctuations using wavelet and detrending fluctuation methods

Acta Physica Polonica B

Volumn 36, Issue 8, 2005, Pages 2447-2457

  Oswieimka P ^a   Kwapien J ^a   Drozdz, S ^a,b   Rak, R ^b  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

CHARACTERIZATION; FRACTALS; MATHEMATICAL MODELS; WAVELET TRANSFORMS;

MULTIFRACTAL BEHAVIOR; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; STOCK MARKETS;

INDUSTRIAL ECONOMICS;

EID: 26244443708     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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