Detrended fluctuation analysis of the US stock market

International Journal of Bifurcation and Chaos

Volumn 18, Issue 2, 2008, Pages 599-603

  Serletis, Apostolos ^a   Uritskaya, Olga Yu ^b   Uritsky, Vadim M ^a  

^a UNIVERSITY OF CALGARY   (Canada)

^b PETER THE GREAT ST PETERSBURG POLYTECHNIC UNIVERSITY   (Russian Federation)

Author keywords

Detrended fluctuation analysis; Efficient markets hypothesis; Power laws; Random walk

Indexed keywords

INFORMATION ANALYSIS; MARKETING; RANDOM PROCESSES; STATISTICAL METHODS;

DETRENDED FLUCTUATION ANALYSIS; EFFICIENT MARKETS HYPOTHESIS; POWER LAWS; RANDOM WALK;

INVENTORY CONTROL;

EID: 43949094510     PISSN: 02181274     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0218127408020525     Document Type: Article

References (16)