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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2012
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| 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 |