A fractal analysis of world stock markets
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References listed on IDEAS
- Booth, G. Geoffrey & Kaen, Fred R. & Koveos, Peter E., 1982. "R/S analysis of foreign exchange rates under two international monetary regimes," Journal of Monetary Economics, Elsevier, vol. 10(3), pages 407-415.
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- Mishelle Doorasamy & Prince Kwasi Sarpong, 2018. "Fractal Market Hypothesis and Markov Regime Switching Model: A Possible Synthesis and Integration," International Journal of Economics and Financial Issues, Econjournals, vol. 8(1), pages 93-100.
- Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021. "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, vol. 41(C).
- Flores-Muñoz, Francisco & Báez-García, Alberto Javier & Gutiérrez-Barroso, Josué, 2019. "Fractional differencing in stock market price and online presence of global tourist corporations," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 24(48), pages 194-204.
- Alexander V Laktyunkin & Alexander A Potapov, 2020. "Impact of COVID-19 on the Financial Crisis - Calculation of Fractal Parameters," Biomedical Journal of Scientific & Technical Research, Biomedical Research Network+, LLC, vol. 30(5), pages 23768-23772, October.
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More about this item
Keywords
Fractal geometry; Fractal market hypothesis; Efficient market hypothesis;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
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