Self-affinity in financial asset returns
نویسندگان
چکیده
منابع مشابه
The News in Financial Asset Returns
Federal Reserve Bank of Atlanta E C O N O M I C R E V I E W First Quarter 2004 A re returns on financial markets useful for predicting the future course of the economy? It is widely thought that financial markets’ movements reflect the economy’s future and that finding the message in financial asset returns is one way to discern this future. The message is not always clear, though. For example,...
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ژورنال
عنوان ژورنال: International Review of Financial Analysis
سال: 2012
ISSN: 1057-5219
DOI: 10.1016/j.irfa.2012.06.004