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Economic Risk Assessment Using the Fractal Market Hypothesis [PDF]

open access: yes, 2010
This paper considers the Fractal Market Hypothesi (FMH) for assessing the risk(s) in developing a financial portfolio based on data that is available through the Internet from an increasing number of sources.
Jonathan Blackledge
exaly   +2 more sources

Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange

International Journal of Finance and Economics, 2021
Mehdi Jabbari Nooghabi   +1 more
exaly  

Do general elections affect fractal structure of stock market?

Journal of Statistics and Management Systems, 2021
Chin Wen Cheong
exaly  

Do global financial crises validate assertions of fractal market hypothesis?

International Economics and Economic Policy, 2015
Niyati Bhanja   +2 more
exaly  

Dynamical Agents' Strategies and the Fractal Market Hypothesis

Prague Economic Papers, 2005
Lukas Vacha
exaly  

CED model for asset returns and fractal market hypothesis

Mathematical and Computer Modelling, 1999
Aleksander Weron   +2 more
exaly  

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