Open AccessMultifractal analysis of the dynamics of NIKKEI and HKSE Asian stock indices
Author(s) -
Olena Liashenko,
Катерина Ігорівна Крицун
Publication year - 2016
Publication title -
tehnologìčnij audit ta rezervi virobnictva
Language(s) - English
Resource type - Journals
eISSN - 2312-8372
pISSN - 2226-3780
DOI - 10.15587/2312-8372.2016.66117
Subject(s) - multifractal system , stock (firearms) , hurst exponent , econometrics , statistical physics , series (stratigraphy) , mathematics , fractal , statistics , geography , physics , mathematical analysis , geology , paleontology , archaeology