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Fractal market hypothesis and two power-laws
Chaos, Solitons and Fractals, 2000Aleksander Weron, Rafał Weron
exaly
Fractal market hypothesis: evidence for nine Asian forex markets
Indian Economic Review, 2017Anoop S Kumar, Kamaiah Bandi
exaly
Building multi-scale portfolios and efficient market frontiers using fractal regressions
Physica A: Statistical Mechanics and Its Applications, 2019Paulo Ferreira
exaly
Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis
Computational EconomicsNiveditha P S
exaly
Testing the Fractal Market Hypothesis Using MFDFA Across Multiple Asset Classes
Computational EconomicsOsman Tugay, Faruk Temel
exaly

