Concepedia
International Review of Financial Analysis · 2009 · 226 citations · 34 references
Asset PricingMarket TrendFluctuation AnalysisBusinessShenzhen Stock MarketFast MaFinancial EngineeringFinanceHigh-frequency Financial Econometrics
34
Mosaic organization of DNA nucleotides
Chung‐Kang Peng, Sergey V. Buldyrev, Shlomo Havlin et al. · Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1994 · 4.9K citations · Full text
Multifractal detrended fluctuation analysis of nonstationary time series
Jan W. Kantelhardt, Stephan Zschiegner, Eva Koscielny–Bunde et al. · Physica A Statistical Mechanics and its Applications · 2002 · 3.5K citations · Full text
Engineering, Nonstationary Time Series, Forecasting +3
An examination of herd behavior in equity markets: An international perspective
Eric C. Chang, Joseph Cheng, Ajay Khorana · Journal of Banking & Finance · 2000 · 1.2K citations
Market Microstructure, Economics, Financial Economics +10
Multifractality of self-affine fractals
Albert-Ĺaszló Barabási, Tamás Vicsek · Physical Review A · 1991 · 390 citations
Integral Geometry, Engineering, Random Walks +10
A multifractal approach for stock market inefficiency
Luciano Zunino, Benjamin Miranda Tabak, A. Figliola et al. · Physica A Statistical Mechanics and its Applications · 2008 · 305 citations · Full text
Economics, Asset Pricing, Business +5