A Comparative Study of Financial Crises: Fractal Dissection of Investor Rationality
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DOI: 10.1177/09722629211022518
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- Matteo, T. Di & Aste, T. & Dacorogna, Michel M., 2005.
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Keywords
Financial Crisis; Fractal Dimension Analysis; Persistence; Randomness; Hurst Exponent; Predictability Index;All these keywords.
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