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...
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| Formato: | article |
| Lenguaje: | EN |
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Public Library of Science (PLoS)
2012
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| Acceso en línea: | https://doaj.org/article/99f1423315f94afa98ac64abcbd4cfd0 |
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