Application of multifractal measures to Tehran price index

Physica A: Statistical Mechanics and its Applications

Volumn 356, Issue 2-4, 2005, Pages 609-627

  Norouzzadeh, P ^a   Jafari, G R ^a,b  

^a Farda Development Foundation   (Iran)

^b SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

Author keywords

Detrended fluctuation analysis; Fractal dimension; Hurst exponent; L vy distributions; Long memory; R S analysis

Indexed keywords

CORRELATION THEORY; COSTS; NUMERICAL METHODS; PROBABILITY; STATISTICAL MECHANICS;

DETRENDED FLUCTUATION ANALYSIS; FRACTAL DIMENSION; HURST EXPONENT; LÉVY DISTRIBUTIONS; LONG MEMORY; R/S ANALYSIS;

FRACTALS;

EID: 31644446312     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.02.046     Document Type: Article

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