Statistical properties of volatility in fractal dimensions and probability distribution among six stock markets

Applied Financial Economics

Volumn 14, Issue 15, 2004, Pages 1087-1095

  Yu, Hai Chin ^a,b   Huang, Ming Chang ^a  

^a CHUNG YUAN CHRISTIAN UNIVERSITY   (Taiwan)

^b DREXEL UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPARATIVE STUDY; MARKET CONDITIONS; STATISTICAL ANALYSIS; STOCK MARKET;

EID: 8644260063     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100412331297694     Document Type: Article

References (15)

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