Paper

Multifractal Analysis on the Return Series of Stock Markets Using MF-DFA Method

2014

Created by Iciso Worker at 2016-01-16 15:35:44.0.

Simplified Graph of Associations

Word Cloud

Research Paradigm

Authors

3

Venue

2

IFIP Advances in Information and Communication Technology

References

13

Long-range dependence and multifractality in the term structure of LIBOR interest rates

Probability distribution function and multiscaling properties in the Korean stock market

Multifractal detrended fluctuation analysis of derivative and spot markets

Multifractal detrended fluctuation analysis of nonstationary time series

A multifractal detrended fluctuation description of Iranian rial–US dollar exchange rate

Measuring multifractality of stock price fluctuation using multifractal detrended fluctuation analysis