Testing for multifractality of Islamic stock markets

DOI10.1016/J.PHYSA.2017.12.118MaRDI QIDQ2150197zbMATH OpenOpenAlexFDO

Authors Foued Saâdaoui

Publication date 27 June 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2017.12.118

zbMATH Keywords

extreme valuesislamic financial marketsMF-DFAmultifractal returnspower law autocorrelation

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Describes a project that uses

Uses Software

• SPLIDA

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