Testing for multifractality of Islamic stock markets (Q2150197)
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scientific article; zbMATH DE number 7548472
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing for multifractality of Islamic stock markets |
scientific article; zbMATH DE number 7548472 |
Statements
Testing for multifractality of Islamic stock markets (English)
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27 June 2022
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MF-DFA
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multifractal returns
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power law autocorrelation
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extreme values
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islamic financial markets
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