Work

Multifractality and long memory of a financial index

Year: 2013

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2013.09.038

Authors: Pablo Suárez-García, David Gómez-Ullate

Institution: Universidad Complutense de Madrid

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: W2028099171

FWCI: 9.185

Cites: 76

Cited by: 49

Related to: 10