Multifractal Company Market: An Application to the Stock Market Indices

Using the multiscale normalized partition function, we exploit the multifractal analysis based on directly measurable shares of companies in the market. We present evidence that markets of competing firms are multifractal/multiscale. We verified this by (i) using our model that described the critica...

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Detalles Bibliográficos
Autores principales: Chorowski, Michał, Kutner, Ryszard
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774673/
https://www.ncbi.nlm.nih.gov/pubmed/35052156
http://dx.doi.org/10.3390/e24010130

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8774673/
https://www.ncbi.nlm.nih.gov/pubmed/35052156
http://dx.doi.org/10.3390/e24010130

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