Articles with "sectors multifractal" as a keyword



Photo by thanti_riess from unsplash

Multifractal characterization of Brazilian market sectors

Sign Up to like & get
recommendations!
Published in 2019 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2019.03.092

Abstract: Abstract We study auto correlations and cross correlations of daily price returns for seven Brazilian market (Bovespa) sectors using multifractal detrended fluctuation analysis (MF-DFA) and multifractal detrended cross correlation analysis (MF-DXA). We discover rather distinct… read more here.

Keywords: cross correlations; brazilian market; market sectors; sectors multifractal ... See more keywords