Work

Self-affinity in financial asset returns

Year: 2012

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2012.06.004

Authors: John Goddard, Enrico Onali

Institutions: Bangor University, Xi’an Jiaotong-Liverpool University

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1993078417

FWCI: 0.754

Cites: 114

Cited by: 5

Related to: 10