Statistical properties of volatility in fractal dimension and probability distribution among six stock markets - USA, Japan, Taiwan, South Korea, Singapore, and Hong Kong
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References listed on IDEAS
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More about this item
KeywordsVolatility; fractal dimension; probability distribution.;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CFN-2003-08-17 (Corporate Finance)
- NEP-CMP-2003-08-17 (Computational Economics)
- NEP-ETS-2003-08-17 (Econometric Time Series)
- NEP-FMK-2003-08-17 (Financial Markets)
- NEP-RMG-2003-08-17 (Risk Management)
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