activity
20122018
most citedMultifractality and long memory of a financial index

49 citations · 77 across the 3 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012★ 11 cited

Scaling, stability and distribution of the high-frequency returns of the IBEX35 index

Pablo Suárez-García, David Gómez-Ullate

In this paper we perform a statistical analysis of the high-frequency returns of the IBEX35 Madrid stock exchange index. We find that its probability distribution seems to be stabl…