Open AccessThe Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis
Author(s) -
Epamidas Panas,
Vassilia Ninni
Publication year - 2010
Publication title -
european research studies
Language(s) - English
Resource type - Journals
ISSN - 1108-2976
DOI - 10.35808/ersj/284
Subject(s) - fractal , econometrics , autoregressive fractionally integrated moving average , series (stratigraphy) , economics , distribution (mathematics) , fractal analysis , efficient market hypothesis , scaling , mathematics , fractal dimension , long memory , mathematical analysis , geography , stock market , paleontology , volatility (finance) , context (archaeology) , geometry , archaeology , biology