Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets-Reference-Cited by-同舟云学术

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Are the Scaling Properties of Bull and Bear Markets Identical? Evidence from Oil and Gold Markets

Published:2014-10-28 Issue:4 Volume:2 Page:315-334
ISSN:2227-7072
Container-title:International Journal of Financial Studies
language:en
Short-container-title:IJFS

Author:

Günay Samet

Publisher

MDPI AG

Subject

Finance

Link

http://www.mdpi.com/2227-7072/2/4/315/pdf

Reference50 articles.

1. Scaling, Self-similarity, and Intermediate Asymptotics;Barenblatt,1996

2. Self-similarity index estimation via wavelets for locally self-similar processes

3. Multifractal Financial Markets an Alternative Approach to Asset and Risk Management;Kobeissis,2013

4. Multifractal models in finance: Their origin, properties, and applicationshttps://www.econstor.eu/dspace/bitstream/10419/78711/1/756790433.pdf

5. http://neocybernetics.com/report145/Chapter10.pdf

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