Regularidad local del Mercado de índices para la crisis económica de 2008
There is evidence that signals from financial markets, such as stock indices, interest rates or commodities, have a multifractal nature. In recent years, many efforts have been made to relate the inefficiency of markets with the multifractal characteristics of this corresponding signals. These chara...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | Spanish |
| Published: |
Universidad de Costa Rica
2012-03-01
|
| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/2105 |