Fractal markets hypothesis and the global financial crisis: Scaling, investment horizons and liquidity

Advances in Complex Systems

Volumn 15, Issue 6, 2012, Pages

  Kristoufek, Ladislav ^a,b  

^a CHARLES UNIVERSITY   (Czech Republic)

^b INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

efficient markets hypothesis; Fractal markets hypothesis; fractality; investment horizons; scaling

Indexed keywords

EID: 84865446365     PISSN: 02195259     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0219525912500658     Document Type: Conference Paper

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