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Multifractal geometry in stock market time series · Study

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ArticleMultifractal geometry in stock market time series

Antonio Turiel2003

Article2003

Multifractal geometry in stock market time series

Antonio Turiel · C. J. Pérez Vicente

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

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Complex Systems and Time Series Analysis Mathematical Dynamics and Fractals Statistical Mechanics and Entropy

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References

1963The Variation of Certain Speculative Prices 1997The variation of certain speculative prices 1999Introduction to Econophysics 1995Scaling behaviour in the dynamics of an economic index 1999Statistical properties of the volatility of price fluctuations 1996Turbulent cascades in foreign exchange markets 1967On the Distribution of Stock Price Differences 1996Turbulence and financial markets

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Year2003

Typearticle

Published2003-04-25

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations77

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/s0378-4371(02)01830-7

openalex_workW2021840191

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