Non-stationary multifractality in stock returns (2013)

First Author: Morales R

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