Non-stationary multifractality in stock returns (2013)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2013.08.037
Publication URI: http://dx.doi.org/10.1016/j.physa.2013.08.037
Type: Journal Article/Review
Parent Publication: Physica A: Statistical Mechanics and its Applications
Issue: 24