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Understanding the source of multifractality in financial markets

journal contribution
posted on 01.09.2012, 00:00 authored by J Barunik, T Aste, T Di Matteo, Ruipeng LiuRuipeng Liu
Understanding the source of multifractality in financial markets

History

Journal

Physica A: Statistical Mechanics and its Applications

Volume

391

Issue

17

Pagination

4234 - 4251

Publisher

Elsevier

Location

Amsterdam, Netherlands

ISSN

0378-4371

eISSN

1873-2119

Language

eng

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2012, Elsevier