Different fractal properties of positive and negative returns

Acta Physica Polonica A

Volumn 114, Issue 3, 2008, Pages 547-553

  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

COMMERCE;

ANALYSIS OF FRACTALS; BULL MARKET; FRACTAL PROPERTIES; MULTIFRACTAL DETRENDED FLUCTUATION ANALYSIS; MULTISCALING; PRICE CHANGES; SCALING PROPERTIES; TEMPORAL CORRELATIONS;

FRACTALS;

EID: 51049090980     PISSN: 05874246     EISSN: None     Source Type: Journal    
DOI: 10.12693/APhysPolA.114.547     Document Type: Conference Paper

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