A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices

标题
A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
作者
关键词
ETF, Sector index, Efficient market hypothesis, Multifractal analysis, Global financial crisis
出版物
出版商
Elsevier BV
发表日期
2017-05-06
DOI
10.1016/j.physa.2017.05.007

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