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The Analysis of Multifractal System, Long-Term Memory, and Weak Form Efficiency of the Returns in Tehran Stock Exchange - MaRDI portal

The Analysis of Multifractal System, Long-Term Memory, and Weak Form Efficiency of the Returns in Tehran Stock Exchange (Q5052847)

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scientific article; zbMATH DE number 7623586
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The Analysis of Multifractal System, Long-Term Memory, and Weak Form Efficiency of the Returns in Tehran Stock Exchange
scientific article; zbMATH DE number 7623586

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    25 November 2022
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    stock returns
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    multifractal systems
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    chaos theory and Hurst indices
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    The Analysis of Multifractal System, Long-Term Memory, and Weak Form Efficiency of the Returns in Tehran Stock Exchange (English)
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