Financial multifractality and its subtleties: An example of DAX

DOI10.1016/S0378-4371(02)01021-XzbMath1001.91090arXivcond-mat/0205482OpenAlexW3106250508WikidataQ29036148 ScholiaQ29036148MaRDI QIDQ1847470

S. Drożdż, J. Speth, Andrzej Z. Górski

Publication date: 26 November 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0205482

zbMATH Keywords

Hurst exponentsasset-value time seriesRenyi exponent

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Uses Software

• TISEAN

Cites Work

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