Fractal Volatility of Stock Price Levels

Applying fractal statistics to the components of the Dow Jones Industrial Average that belong to the industries of telecommunications and technology, this study established the indicators of fractal distribution and examines the fractal spectrum of each of the stocks selected. From the said fractal...

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Bibliographic Details
Main Authors: Kristine June D. Uy, Chris Rudyard F. Naval
Format: Article
Language:English
Published: Center for Policy, Research and Development Studies 2013-12-01
Series:Recoletos Multidisciplinary Research Journal
Subjects:
Online Access:https://rmrj.usjr.edu.ph/rmrj/index.php/RMRJ/article/view/62