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Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA - MaRDI portal

Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (Q1693939)

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scientific article; zbMATH DE number 6833176
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English
Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA
scientific article; zbMATH DE number 6833176

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    Asymmetric multi-fractality in the U.S. stock indices using index-based model of A-MFDFA (English)
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    1 February 2018
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    asymmetric multifractality
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    A-MFDFA
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    stock indices
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    return trend
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    index trend
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