Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
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Title
Examining the efficiency of stock markets using multifractal detrended fluctuation analysis. Empirical evidence from OIC (Organization of Islamic Cooperation) countries during the GFC and COVID-19 pandemic
Authors
Keywords
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Journal
Journal of Risk Finance
Volume 24, Issue 5, Pages 657-683
Publisher
Emerald
Online
2023-09-15
DOI
10.1108/jrf-04-2023-0108
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