Evidence of multifractality from emerging European stock markets.
We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detrended Fluctuation Analysis. We found that the global...
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Public Library of Science (PLoS)
2012
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/99f1423315f94afa98ac64abcbd4cfd0 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|