Evidence of Multifractality from Emerging European Stock Markets

We test for the presence of multifractality in the daily returns of the three most important stock market indices from Central and Eastern Europe, Czech PX, Hungarian BUX and Polish WIG using the Empirical Mode Decomposition based Multifractal Detrended Fluctuation Analysis. We found that the global...

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Detalles Bibliográficos
Autor principal: Caraiani, Petre
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2012
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3398935/
https://www.ncbi.nlm.nih.gov/pubmed/22815792
http://dx.doi.org/10.1371/journal.pone.0040693

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3398935/
https://www.ncbi.nlm.nih.gov/pubmed/22815792
http://dx.doi.org/10.1371/journal.pone.0040693

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