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1.Gold, currencies and market efficiency

作者：Ladislav Kristoufek ; ^{kristouf@utia.cas.cz" class="auth_mail" title="E-mail the corresponding author} ; Miloslav Vosvrda ^{vosvrda@utia.cas.cz" class="auth_mail" title="E-mail the corresponding author}

关键词：Efficient market hypothesis ; Gold ; Currencies ; Fractal dimension ; Entropy ; Long-term memory

刊名：Physica A: Statistical Mechanics and its Applications

出版年：2016

2.Fractal markets: Liquidity and investors on different time horizons

作者：Da-Ye Li ; ^{44537657@qq.com" class="auth_mail} ; ^{lidaye2010@163.com" class="auth_mail} ; Yusaku Nishimura ; Ming Men

关键词：Fractal market hypothesis ; Agent-based model ; Liquidity

刊名：Physica A

出版年：1 August 2014

3.Emergent quantum mechanics of finances

作者：Vadim A. Nastasiuk ; ^{nasa@i.ua" class="auth_mail} ; ^{nasa2082@ukr.net" class="auth_mail}

关键词：Econophysics ; Financial markets ; Statistical scaling ; Fractals ; Schrö ; dinger equation

刊名：Physica A

出版年：1 June, 2014

4.Are European equity markets efficient? New evidence from fractal analysis

作者：Enrico Onali ; ^a ; ^{e.onali@bangor.ac.uk} ; John Goddard^a

关键词：Market efficiency ; Fractal analysis ; Random walk hypothesis

刊名：International Review of Financial Analysis

出版年：2011

5.High level chaos in the exchange and index markets

作者：Ahmed BenSa?da ; Houda Litimi

刊名：Chaos, Solitons and Fractals

出版年：2013

6.Are developed and emerging agricultural futures markets multifractal? A comparative perspective

作者：Ling-Yun He ; Shu-Peng Chen

关键词：Agricultural futures markets ; MF-DFA ; Multifractal properties ; Nonlinear temporal correlation ; Non-Gaussian probability distribution ; The strength of multifractality

刊名：Physica A

出版年：2010

7.Unifractality and multifractality in the Italian stock market

作者：Enrico Onali ; John Goddard

关键词：Random walk ; Unifractality ; Multifractality ; Italy ; Stock market

刊名：International Review of Financial Analysis

出版年：2009

8.Quantifying multiscale inefficiency in electricity markets

作者：Olga Y. Uritskaya ; Apostolos Serletis

关键词：Efficient market hypothesis ; Random walk ; Power laws ; Detrended fluctuation analysis

刊名：Energy Economics

出版年：2008

9.Mean reversion in the US stock market

作者：Apostolos Serletis ; Aryeh Adam Rosenberg

刊名：Chaos, Solitons and Fractals

出版年：2009

10.Threshold random walks in the US stock market

作者：Zisimos Koustas ; Jean-Franç ; ois Lamarche ; Apostolos Serletis

关键词：Dark matter ; Cryodetector ; Scintillation light ; Quenching factor

刊名：Chaos, Solitons and Fractals

出版年：2008

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