Relume: A fractal analysis for the US stock market

Taro Ikeda
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Taro Ikeda: Graduate School of Economics, Kobe University

No 1637, Discussion Papers from Graduate School of Economics, Kobe University

Abstract: This note relumes fractal analysis on macroeconomics. We present a fractal market hypothesis for US stock prices.

Keywords: Fractal geometry; Hurst exponent; market efficiency; chaos (search for similar items in EconPapers)
JEL-codes: C18 E39 G14 (search for similar items in EconPapers)
Pages: 6 pages
Date: 2016-10
New Economics Papers: this item is included in nep-fmk and nep-mac
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Citations: View citations in EconPapers (1)

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