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Multi-fractal structure of traded volume in financial markets · Study

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ArticleMulti-fractal structure of traded volume in financial markets

Luis Gregorio Moyano2006

OA

Articlegreen2006

Multi-fractal structure of traded volume in financial markets

Luis Gregorio Moyano · Jeferson de Souza · Sı́lvio M. Duarte Queirós

48 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

2002Multifractal detrended fluctuation analysis of nonstationary time series 1988A Theory of Intraday Patterns: Volume and Price Variability 1987The Relation Between Price Changes and Trading Volume: A Survey 2000An Introduction to Econophysics: Correlations and Complexity in Finance 1996Turbulent cascades in foreign exchange markets 2000Theory of financial risks : from statistical physics to risk management 1999A Multifractal Walk down Wall Street 2001The Statistical Mechanics of Financial Markets

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Year2006

Typearticle

Published2006-05-20

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations48

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2006.04.098

openalex_workW2013554582

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