The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis
One of the latest approaches for analyzing the coupled time series is MF-DXA. This technique has been used in many disciplines such as finance. In this paper, we have analyzed Tehran Stock Exchange indexes by MF-DXA and have found a scaling behavior between the Industrial, Financial and Price indexe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2012-07-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_36635_cff1e5f6bd0bf40aa6c3aec857ea7908.pdf |