Multifractal model of asset returns versus real stock market dynamics

Acta Physica Polonica B

Volumn 37, Issue 11, 2006, Pages 3083-3092

  Oswiecimka P ^a   Kwapien J ^a   Drozdz, S ^a,b   Gorski A Z ^a   Rak, R ^b  

^a INSTITUTE OF NUCLEAR PHYSICS   (Poland)

^b UNIVERSITY OF RZESZÓW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

DATA REDUCTION; FRACTALS; MATHEMATICAL MODELS; SOCIAL SCIENCES;

FINANCIAL DYNAMICS; MULTIFRACTAL MODEL OF ASSET RETURNS (MMAR); STOCK MARKET DYNAMICS;

ECONOMICS;

EID: 33845527133     PISSN: 05874254     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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