Work

Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach

Year: 2018

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2018.06.012

Authors: Aviral Kumar Tiwari, Goodness C. Aye, Rangan Gupta

Institutions: MBS School of Business, University of Pretoria

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: W2797489128

FWCI: 10.99

Cites: 23

Cited by: 85

Related to: 10