Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets-Reference-Cited by-同舟云学术

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Performance of the Multifractal Model of Asset Returns (MMAR): Evidence from Emerging Stock Markets

Published:2016-05-17 Issue:2 Volume:4 Page:11
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/2227-7072/4/2/11/pdf

Reference58 articles.

1. Random Walks in Stock Market Prices

2. Efficient Capital Markets: A Review of Theory and Empirical Work

3. The Pareto-Levy Law and the Distribution of Income

4. The Variation of Certain Speculative Prices

5. Some long-run properties of geophysical records

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