Researchclopedia

Research Researchers Institutions Topics Submit About

Command Palette

Search for a command to run...

Researchclopedia

Research Researchers Institutions About

© 2026 Researchclopedia. Powered by OpenAlex under CC0 license.

Back to research

A multifractal approach for stock market inefficiency

2008305 citationsJournal Articlegreen Open Access

Authors

Luciano Zunino · Centro de Investigaciones Cardiovasculares

Benjamin Miranda Tabak · Central Bank of Brazil

A. Figliola · National University of General Sarmiento

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 Financial Risk and Volatility Modeling Chaos control and synchronization

Publication Details

Published in: Physica A Statistical Mechanics and its Applications

Volume 387, Issue 26, pp. 6558-6566

DOI: 10.1016/j.physa.2008.08.028

Field-Weighted Citation Impact: 30.39

A multifractal approach for stock market inefficiency | Researchclopedia