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Testing for multifractality of Islamic stock markets - MaRDI portal

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Testing for multifractality of Islamic stock markets (Q2150197)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Testing for multifractality of Islamic stock markets
scientific article

    Statements

    title
    Testing for multifractality of Islamic stock markets (English)
    0 references
    author
    Foued Saâdaoui
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    published in
    Physica A
    0 references
    publication date
    27 June 2022
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    zbMATH Keywords
    MF-DFA
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    multifractal returns
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    power law autocorrelation
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    extreme values
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    islamic financial markets
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    Identifiers

    zbMATH DE Number
    7548472
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    OpenAlex ID
    W2780138547
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