most citedAssessment of 48 Stock markets using adaptive multifractal approach

35 citations · 35 across the 1 of their papers we have counts for

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1 paper

q-fin.ST2015★ 35 cited

Assessment of 48 Stock markets using adaptive multifractal approach

Paulo Ferreira, Andreia Dionísio, S. M. S. Movahed

Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of mutual information and correlations. Underlying data sets…