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ArticleMultifractal features of financial markets

Kyungsik Kim2004

Article2004

Multifractal features of financial markets

Kyungsik Kim · Seong‐Min Yoon

56 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

2000An Introduction to Econophysics: Correlations and Complexity in Finance 1999Introduction to Econophysics 1995Scaling behaviour in the dynamics of an economic index 1997Emergence of cooperation and organization in an evolutionary game 2000Fractional calculus and continuous-time finance n.d.Emergence of cooperation and organization in an evolutionary game 2000HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS 2000Fractional calculus and continuous-time finance II: the waiting-time distribution

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Year2004

Typearticle

Published2004-08-27

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations56

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2004.06.131

openalex_workW2079842013

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