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Unifractality and multifractality in the Italian stock market · Study

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ArticleUnifractality and multifractality in the Italian stock market

Enrico Onali2009

Article2009

Unifractality and multifractality in the Italian stock market

Enrico Onali · John A. Goddard

73 citations·0/0 files stored·International Review of Financial Analysis

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1952Portfolio Selection 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 2002Multifractal detrended fluctuation analysis of nonstationary time series 1969The Adjustment of Stock Prices to New Information

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Year2009

Typearticle

Published2009-05-14

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations73

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.irfa.2009.05.001

openalex_workW3124032356

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