Multifractal features of financial markets

Physica A: Statistical Mechanics and its Applications

Volumn 344, Issue 1-2, 2004, Pages 272-278

  Kim, Kyungsik ^a   Yoon, Seong Min ^a  

^a Pukyong National University   (South Korea)

Author keywords

Hurst exponent; KOSPI; Price price correlation; R S analysis; Won dollar exchange rate; Yen dollar exchange rate

Indexed keywords

COMPUTATIONAL METHODS; CORRELATION METHODS; DATA REDUCTION; FINANCE; MARKETING; NUMERICAL ANALYSIS;

HURST EXPONENT; KOSPI; PRICE-PRICE CORRELATION; R/S ANALYSIS; WON-DOLLAR EXCHANGE RATES; YEN-DOLLAR EXCHANGE RATES;

FRACTALS;

EID: 5444257590     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2004.06.131     Document Type: Conference Paper

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