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Multifractal structure in Latin-American market indices

2008111 citationsJournal Articlegreen Open Access

Authors

Luciano Zunino · Universidad Nacional de La Plata

A. Figliola · National University of General Sarmiento

Benjamin Miranda Tabak · Central Bank of Brazil

Darı́o G. Pérez · Pontificia Universidad Católica de Valparaíso

M. Garavaglia · Universidad Nacional de La Plata

Osvaldo A. Rosso · University of Buenos Aires

Topics & Keywords

Complex Systems and Time Series Analysis Chaos control and synchronization Financial Risk and Volatility Modeling

Publication Details

Published in: Chaos Solitons & Fractals

Volume 41, Issue 5, pp. 2331-2340

DOI: 10.1016/j.chaos.2008.09.013

Field-Weighted Citation Impact: 18.01

Multifractal structure in Latin-American market indices | Researchclopedia