Fractality and Multifractality in a Stock Market’s Nonstationary Financial Time Series
Crossref DOI link: https://doi.org/10.3938/jkps.77.186
Published Online: 2020-08-11
Published Print: 2020-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Jung, Nam
Le, Quang Anh
Mafwele, Biseko J.
Lee, Hyun Min
Chae, Seo Yoon
Lee, Jae Woo
Text and Data Mining valid from 2020-08-01
Version of Record valid from 2020-08-01
Article History
Received: 2 March 2020
Revised: 30 March 2020
Accepted: 12 May 2020
First Online: 11 August 2020