Work

Multifractal detrended fluctuation analysis of derivative and spot markets

Year: 2007

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2007.07.055

Authors: Gyuchang Lim, SooYong Kim, Hyoung Lee, Kyungsik Kim, Dong-In Lee

Institutions: Korea Advanced Institute of Science and Technology, Daejeon University, Pukyong National 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: closed

OpenAlex ID: W2028209678

FWCI: 9.837

Cites: 17

Cited by: 71

Related to: 10