A multifractal detrended fluctuation analysis of taiwan's stock exchange

Journal of the Korean Physical Society

Volumn 54, Issue 4, 2009, Pages 1395-1402

  Su, Zhi Yuan ^a   Wang, Yeng Tseng ^b   Huang, Hsin Yi ^c  

^a CHIA NAN UNIVERSITY OF PHARMACY AND SCIENCE   (Taiwan)

^b NATIONAL CENTER FOR HIGH PERFORMANCE COMPUTING   (Taiwan)

^c NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

Author keywords

Multifractal detrended fluctuation analysis; Multifractality; Stock market

Indexed keywords

EID: 65649144752     PISSN: 03744884     EISSN: None     Source Type: Journal    
DOI: 10.3938/jkps.54.1395     Document Type: Article

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