Relume: A fractal analysis for the US stock market
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Cited by:
- Taro Ikeda, 2016. "A fractal analysis of US industrial sector stocks," Discussion Papers 1643, Graduate School of Economics, Kobe University.
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More about this item
Keywords
Fractal geometry; Hurst exponent; market efficiency; chaos;All these keywords.
JEL classification:
- C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General
- E39 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Other
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2016-11-06 (Financial Markets)
- NEP-MAC-2016-11-06 (Macroeconomics)
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