Multi-fractal structure of traded volume in financial markets

Physica A: Statistical Mechanics and its Applications

Volumn 371, Issue 1, 2006, Pages 118-121

  Moyano, L G ^a   de Souza, J ^a   Duarte Queiros S M ^a  

^a CENTRO BRASILEIRO DE PESQUISAS FÍSICAS   (Brazil)

Author keywords

Financial markets; Multi fractality; Traded volume

Indexed keywords

NONLINEAR SYSTEMS; PROBABILITY DENSITY FUNCTION;

FINANCIAL MARKETS; MULTI-FRACTALITY; TRADED VOLUME;

FRACTALS;

EID: 33748075163     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2006.04.098     Document Type: Article

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