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SCIESCOPUS
Asymmetric market efficiency using the index-based asymmetric-MFDFAGo to Link

Lee, Minhyuk; Song, Jae Wook; Kim, Sondo; Chang, Woojin

ArticleIssue Date2018CitationPHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, v.512, pp.1278 - 1294PublisherELSEVIER SCIENCE BV
SCIESCOPUS
Asymmetric multi-fractality in the US stock indices using index-based model of A-MFDFAGo to Link

Lee, Minhyuk; Song, Jae Wook; Park, Ji Hwan; Chang, Woojin

ArticleIssue Date2017CitationCHAOS SOLITONS & FRACTALS, v.97, pp.28 - 38PublisherPERGAMON-ELSEVIER SCIENCE LTD
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