Cargando…
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...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group
2013
|
| Materias: | |
| 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 |