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Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis

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dc.contributor.authorAslam, Faheem
dc.contributor.authorLatif, Saima
dc.contributor.authorFerreira, Paulo
dc.date.accessioned2021-11-12T23:41:04Z
dc.date.available2021-11-12T23:41:04Z
dc.date.issued2020-07-12en_US
dc.date.updated2021-11-12T23:31:05Z
dc.description.versionN/A
dc.identifier.doi10.3390/sym12071157en_US
dc.identifier.slugcv-prod-2185725
dc.identifier.urihttp://hdl.handle.net/10400.26/37997
dc.language.isoengpor
dc.titleInvestigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysisen_US
dc.typejournal article
dspace.entity.typePublication
oaire.citation.endPage1157
oaire.citation.issue7en_US
oaire.citation.startPage1157
oaire.citation.titleSymmetryen_US
oaire.citation.volume12en_US
rcaap.cv.cienciaidB513-B46A-E5F3 | Paulo Jorge Silveira Ferreira
rcaap.rightsopenAccessen_US
rcaap.typearticleen_US
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