Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence

We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance...

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Detalles Bibliográficos
Autor principal: Kristoufek, Ladislav
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2013
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3790199/
https://www.ncbi.nlm.nih.gov/pubmed/24091386
http://dx.doi.org/10.1038/srep02857

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3790199/
https://www.ncbi.nlm.nih.gov/pubmed/24091386
http://dx.doi.org/10.1038/srep02857

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